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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 | - | - |
| 21/06/2024 | 0.65% | 1.54 | 1.55 | 50,000 | 50,000 | 50,000 | 50,000 | 77,072 | 77,572 | 100.00% | 100.00% |
| 20/06/2024 | 0.65% | 1.56 | 1.57 | 50,000 | 50,000 | 50,000 | 50,000 | 77,250 | 77,750 | 95.28% | 95.28% |
| 19/06/2024 | 0.67% | 1.52 | 1.53 | 50,000 | 50,000 | 50,000 | 50,000 | 74,763 | 75,263 | 99.86% | 99.86% |
| 18/06/2024 | 0.68% | 1.46 | 1.47 | 50,000 | 50,000 | 50,000 | 50,000 | 73,272 | 73,772 | 97.58% | 97.58% |
| 17/06/2024 | 0.68% | 1.46 | 1.47 | 50,000 | 50,000 | 50,000 | 50,000 | 72,800 | 73,300 | 99.09% | 99.09% |
| 14/06/2024 | 0.68% | 1.43 | 1.44 | 50,000 | 50,000 | 50,000 | 50,000 | 73,844 | 74,344 | 99.92% | 99.92% |
| 13/06/2024 | 0.62% | 1.57 | 1.58 | 50,000 | 50,000 | 50,000 | 50,000 | 80,658 | 81,158 | 38.32% | 38.32% |
| 12/06/2024 | 0.59% | 1.68 | 1.69 | 50,000 | 50,000 | 50,000 | 50,000 | 83,833 | 84,333 | 100.00% | 100.00% |
| 11/06/2024 | 0.60% | 1.64 | 1.65 | 50,000 | 50,000 | 50,000 | 50,000 | 82,997 | 83,497 | 99.99% | 99.99% |
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