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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 | - | - |
| 17/12/2021 | 1.59% | 0.88 | 0.89 | 600,000 | 75,000 | 599,983 | 75,000 | 554,827 | 70,465 | 99.98% | 99.98% |
| 16/12/2021 | 1.36% | 1.08 | 1.10 | 600,000 | 75,000 | 600,000 | 75,000 | 655,975 | 83,122 | 100.00% | 100.00% |
| 15/12/2021 | 1.32% | 1.12 | 1.13 | 600,000 | 75,000 | 600,000 | 75,000 | 679,508 | 86,064 | 100.00% | 100.00% |
| 14/12/2021 | 1.12% | 1.22 | 1.24 | 600,000 | 75,000 | 600,000 | 75,000 | 800,130 | 101,141 | 99.89% | 99.89% |
| 13/12/2021 | 1.14% | 1.25 | 1.26 | 600,000 | 75,000 | 600,000 | 75,000 | 784,909 | 99,239 | 99.93% | 99.93% |
| 10/12/2021 | 1.29% | 1.18 | 1.20 | 600,000 | 75,000 | 600,000 | 75,000 | 691,048 | 87,506 | 100.00% | 100.00% |
| 09/12/2021 | 1.29% | 1.12 | 1.14 | 600,000 | 75,000 | 600,000 | 75,000 | 691,806 | 87,594 | 100.00% | 100.00% |
| 08/12/2021 | 0.73% | 1.36 | 1.37 | 600,000 | 150,000 | 600,000 | 150,000 | 823,445 | 207,361 | 100.00% | 100.00% |
| 07/12/2021 | 0.75% | 1.35 | 1.36 | 600,000 | 150,000 | 600,000 | 150,000 | 796,096 | 200,524 | 100.00% | 100.00% |
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