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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 | - | - |
| 26/09/2022 | 1.90% | 0.51 | 0.52 | 100,000 | 100,000 | 100,000 | 100,000 | 52,212 | 53,212 | 100.00% | 100.00% |
| 23/09/2022 | 2.09% | 0.51 | 0.52 | 100,000 | 100,000 | 119,306 | 119,306 | 56,564 | 57,757 | 100.00% | 100.00% |
| 22/09/2022 | 2.26% | 0.45 | 0.46 | 125,000 | 125,000 | 125,000 | 125,000 | 54,658 | 55,908 | 100.00% | 100.00% |
| 21/09/2022 | 2.24% | 0.44 | 0.45 | 125,000 | 125,000 | 125,000 | 125,000 | 55,124 | 56,374 | 100.00% | 100.00% |
| 20/09/2022 | 2.14% | 0.47 | 0.48 | 125,000 | 125,000 | 125,000 | 125,000 | 57,719 | 58,969 | 100.00% | 100.00% |
| 19/09/2022 | 2.17% | 0.44 | 0.45 | 125,000 | 125,000 | 125,000 | 125,000 | 56,990 | 58,240 | 100.00% | 100.00% |
| 16/09/2022 | 2.05% | 0.45 | 0.46 | 125,000 | 125,000 | 118,759 | 118,759 | 57,399 | 58,587 | 100.00% | 100.00% |
| 15/09/2022 | 2.22% | 0.47 | 0.48 | 125,000 | 125,000 | 125,000 | 125,000 | 55,610 | 56,860 | 100.00% | 100.00% |
| 14/09/2022 | 2.26% | 0.42 | 0.43 | 125,000 | 125,000 | 125,000 | 125,000 | 54,632 | 55,882 | 100.00% | 100.00% |
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