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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 | - | - |
| 27/01/2022 | 15.10% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 66,263 | 76,263 | 67.73% | 67.74% |
| 26/01/2022 | 6.48% | 0.14 | 0.15 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 149,384 | 159,384 | 100.00% | 100.00% |
| 25/01/2022 | 5.98% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 162,610 | 172,610 | 99.46% | 99.46% |
| 24/01/2022 | 4.32% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 226,954 | 236,954 | 99.95% | 99.95% |
| 21/01/2022 | 4.20% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 233,184 | 243,184 | 100.00% | 100.00% |
| 20/01/2022 | 4.71% | 0.21 | 0.22 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,333 | 217,333 | 100.00% | 100.00% |
| 19/01/2022 | 4.85% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 201,199 | 211,199 | 100.00% | 100.00% |
| 18/01/2022 | 4.72% | 0.20 | 0.21 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 207,338 | 217,338 | 99.96% | 99.96% |
| 17/01/2022 | 4.39% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 222,796 | 232,796 | 100.00% | 100.00% |
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