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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 | - | - |
| 16/11/2021 | 17.31% | 0.04 | 0.05 | 1,000,000 | 1,000,000 | 999,721 | 1,000,000 | 56,212 | 66,228 | 99.47% | 99.47% |
| 15/11/2021 | 7.22% | 0.11 | 0.12 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 133,993 | 143,993 | 100.00% | 100.00% |
| 12/11/2021 | 6.95% | 0.14 | 0.14 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 139,047 | 149,047 | 100.00% | 100.00% |
| 11/11/2021 | 6.17% | 0.16 | 0.17 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 157,274 | 167,274 | 100.00% | 100.00% |
| 10/11/2021 | 4.11% | 0.22 | 0.23 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 239,149 | 249,149 | 99.06% | 99.06% |
| 09/11/2021 | 3.69% | 0.25 | 0.26 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 266,519 | 276,519 | 99.95% | 99.95% |
| 08/11/2021 | 3.85% | 0.27 | 0.28 | 1,000,000 | 1,000,000 | 1,000,000 | 999,852 | 255,044 | 265,007 | 100.00% | 100.00% |
| 05/11/2021 | 4.36% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 224,806 | 234,806 | 99.86% | 99.86% |
| 04/11/2021 | 4.11% | 0.24 | 0.25 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 238,637 | 248,637 | 100.00% | 100.00% |
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