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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 | 1.95% | 0.96 | 0.98 | 450,000 | 50,000 | 450,000 | 50,000 | 457,478 | 51,831 | 99.86% | 99.86% |
| 16/12/2021 | 1.70% | 1.08 | 1.10 | 450,000 | 50,000 | 450,000 | 50,000 | 525,880 | 59,431 | 99.83% | 99.83% |
| 15/12/2021 | 1.80% | 1.10 | 1.12 | 450,000 | 50,000 | 450,000 | 50,000 | 496,256 | 56,140 | 100.00% | 100.00% |
| 14/12/2021 | 1.85% | 0.98 | 1.00 | 450,000 | 50,000 | 450,000 | 50,000 | 481,802 | 54,534 | 99.94% | 99.94% |
| 13/12/2021 | 1.61% | 1.10 | 1.12 | 450,000 | 50,000 | 450,000 | 54,828 | 556,814 | 69,274 | 100.00% | 100.00% |
| 10/12/2021 | 1.52% | 1.24 | 1.26 | 450,000 | 75,000 | 450,000 | 75,000 | 589,622 | 99,770 | 99.96% | 99.96% |
| 09/12/2021 | 1.38% | 1.42 | 1.44 | 450,000 | 75,000 | 450,000 | 75,000 | 648,672 | 109,612 | 100.00% | 100.00% |
| 08/12/2021 | 1.34% | 1.40 | 1.42 | 450,000 | 75,000 | 450,000 | 75,000 | 665,377 | 112,396 | 100.00% | 100.00% |
| 07/12/2021 | 1.49% | 1.39 | 1.41 | 450,000 | 75,000 | 450,000 | 75,000 | 600,433 | 101,572 | 99.85% | 99.85% |
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