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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 | - | - |
| 19/07/2023 | 6.50% | 0.12 | 0.13 | 75,000 | 75,000 | 75,000 | 75,000 | 11,477 | 12,227 | 12.78% | 12.78% |
| 18/07/2023 | 4.04% | 0.22 | 0.23 | 75,000 | 75,000 | 75,000 | 75,000 | 18,536 | 19,286 | 100.00% | 100.00% |
| 17/07/2023 | 3.85% | 0.33 | 0.34 | 75,000 | 75,000 | 75,000 | 75,000 | 19,430 | 20,180 | 100.00% | 100.00% |
| 14/07/2023 | 3.25% | 0.40 | 0.41 | 75,000 | 75,000 | 75,000 | 75,000 | 23,674 | 24,424 | 99.59% | 99.59% |
| 13/07/2023 | 1.96% | 0.51 | 0.52 | 75,000 | 75,000 | 75,000 | 75,000 | 38,050 | 38,800 | 98.74% | 98.74% |
| 12/07/2023 | 3.03% | 0.32 | 0.33 | 75,000 | 75,000 | 75,000 | 75,000 | 24,508 | 25,258 | 99.70% | 99.70% |
| 11/07/2023 | 2.34% | 0.51 | 0.52 | 75,000 | 75,000 | 75,000 | 75,000 | 32,002 | 32,752 | 100.00% | 100.00% |
| 10/07/2023 | 1.65% | 0.56 | 0.57 | 75,000 | 75,000 | 75,000 | 75,000 | 45,226 | 45,976 | 100.00% | 100.00% |
| 07/07/2023 | 1.37% | 0.78 | 0.79 | 75,000 | 75,000 | 75,000 | 75,000 | 54,325 | 55,075 | 100.00% | 100.00% |
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