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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 | - | - |
| 16/06/2023 | 0.91% | 1.10 | 1.11 | 750,000 | 100,000 | 750,000 | 100,000 | 816,284 | 109,838 | 100.00% | 100.00% |
| 15/06/2023 | 0.96% | 1.06 | 1.07 | 750,000 | 100,000 | 750,000 | 100,000 | 778,872 | 104,850 | 99.98% | 99.98% |
| 14/06/2023 | 0.92% | 1.07 | 1.08 | 750,000 | 100,000 | 750,000 | 100,000 | 807,271 | 108,636 | 99.67% | 99.67% |
| 13/06/2023 | 0.95% | 1.07 | 1.08 | 750,000 | 100,000 | 750,000 | 100,000 | 788,241 | 106,099 | 61.83% | 61.83% |
| 12/06/2023 | 0.91% | 1.08 | 1.09 | 750,000 | 100,000 | 750,000 | 148,982 | 822,488 | 164,886 | 100.00% | 100.00% |
| 09/06/2023 | 0.93% | 1.06 | 1.07 | 750,000 | 150,000 | 750,000 | 150,000 | 801,648 | 161,830 | 100.00% | 100.00% |
| 08/06/2023 | 0.80% | 1.17 | 1.18 | 750,000 | 150,000 | 750,000 | 150,000 | 930,071 | 187,514 | 99.00% | 99.00% |
| 07/06/2023 | 0.77% | 1.26 | 1.27 | 750,000 | 150,000 | 750,000 | 150,000 | 965,887 | 194,677 | 98.83% | 98.83% |
| 06/06/2023 | 0.75% | 1.35 | 1.36 | 750,000 | 150,000 | 750,000 | 150,000 | 999,452 | 201,390 | 97.83% | 97.83% |
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