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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 | - | - |
| 26/01/2022 | - | 0.07 | 0.08 | 1,000,000 | 100,000 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 25/01/2022 | 8.85% | 0.09 | 0.10 | 1,000,000 | 100,000 | 845,436 | 100,000 | 95,997 | 12,749 | 100.00% | 100.00% |
| 24/01/2022 | 6.99% | 0.21 | 0.22 | 750,000 | 100,000 | 771,049 | 100,000 | 110,690 | 15,497 | 100.00% | 100.00% |
| 21/01/2022 | 5.18% | 0.21 | 0.22 | 750,000 | 100,000 | 750,000 | 100,000 | 142,606 | 20,014 | 100.00% | 100.00% |
| 20/01/2022 | 5.74% | 0.16 | 0.17 | 750,000 | 100,000 | 750,000 | 100,000 | 127,198 | 17,960 | 100.00% | 100.00% |
| 19/01/2022 | 5.11% | 0.19 | 0.20 | 750,000 | 100,000 | 750,000 | 100,000 | 143,203 | 20,094 | 99.98% | 99.98% |
| 18/01/2022 | 5.47% | 0.17 | 0.18 | 750,000 | 100,000 | 750,000 | 100,000 | 134,238 | 18,898 | 99.78% | 99.78% |
| 17/01/2022 | 4.95% | 0.20 | 0.21 | 750,000 | 100,000 | 750,000 | 100,000 | 147,772 | 20,703 | 100.00% | 100.00% |
| 14/01/2022 | 4.96% | 0.21 | 0.22 | 750,000 | 100,000 | 750,000 | 100,000 | 147,431 | 20,657 | 100.00% | 100.00% |
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