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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 | - | - |
| 17/03/2023 | 6.08% | 0.16 | 0.17 | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 239,454 | 12,723 | 100.00% | 100.00% |
| 16/03/2023 | 9.58% | 0.11 | 0.12 | 1,500,000 | 75,000 | 1,500,000 | 75,000 | 151,480 | 8,324 | 99.00% | 99.00% |
| 15/03/2023 | 9.86% | 0.09 | 0.10 | 1,500,000 | 75,000 | 1,499,980 | 75,000 | 146,428 | 8,072 | 100.00% | 100.00% |
| 14/03/2023 | 12.62% | 0.11 | 0.12 | 1,500,000 | 75,000 | 1,500,000 | 75,553 | 114,685 | 6,517 | 100.00% | 100.00% |
| 13/03/2023 | 29.33% | 0.06 | 0.07 | 1,500,000 | 100,000 | 886,041 | 136,349 | 30,500 | 5,476 | 96.88% | 96.88% |
| 10/03/2023 | 12.05% | 0.08 | 0.09 | 250,000 | 75,000 | 249,984 | 85,232 | 20,938 | 7,590 | 99.84% | 99.84% |
| 09/03/2023 | 12.98% | 0.08 | 0.09 | 250,000 | 100,000 | 249,344 | 97,274 | 19,264 | 8,162 | 81.05% | 81.05% |
| 08/03/2023 | 3.06% | 0.33 | 0.34 | 250,000 | 75,000 | 250,000 | 75,000 | 80,636 | 24,941 | 100.00% | 100.00% |
| 07/03/2023 | 2.71% | 0.36 | 0.37 | 250,000 | 75,000 | 250,000 | 75,000 | 91,093 | 28,078 | 100.00% | 100.00% |
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