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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 20/11/2024 | 3.54% | 0.28 | 0.29 | 180,000 | 75,000 | 182,141 | 75,000 | 50,593 | 21,589 | 11.58% | 11.65% |
| 19/11/2024 | 3.74% | 0.28 | 0.29 | 180,000 | 75,000 | 188,934 | 75,000 | 49,669 | 20,471 | 100.00% | 100.00% |
| 18/11/2024 | 3.52% | 0.27 | 0.28 | 190,000 | 75,000 | 180,977 | 75,000 | 50,561 | 21,707 | 100.00% | 100.00% |
| 15/11/2024 | 4.55% | 0.28 | 0.29 | 180,000 | 75,000 | 105,040 | 55,297 | 29,787 | 16,320 | 94.50% | 94.50% |
| 14/11/2024 | 3.39% | 0.28 | 0.29 | 180,000 | 75,000 | 177,398 | 75,000 | 51,473 | 22,525 | 99.22% | 99.22% |
| 13/11/2024 | 2.96% | 0.33 | 0.34 | 160,000 | 75,000 | 155,731 | 74,160 | 51,894 | 25,463 | 99.36% | 99.36% |
| 12/11/2024 | 3.75% | 0.29 | 0.30 | 180,000 | 75,000 | 189,020 | 75,000 | 49,525 | 20,402 | 98.94% | 98.94% |
| 11/11/2024 | 3.55% | 0.27 | 0.28 | 190,000 | 75,000 | 185,335 | 75,000 | 51,254 | 21,506 | 49.32% | 49.32% |
| 08/11/2024 | 3.32% | 0.29 | 0.30 | 180,000 | 75,000 | 174,239 | 75,000 | 51,546 | 22,953 | 100.00% | 100.00% |
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