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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 | - | - |
| 28/03/2023 | 1.07% | 0.93 | 0.94 | 75,000 | 75,000 | 75,000 | 75,000 | 69,760 | 70,510 | 100.00% | 100.00% |
| 27/03/2023 | 1.05% | 0.95 | 0.96 | 75,000 | 75,000 | 69,218 | 69,218 | 65,359 | 66,051 | 100.00% | 100.00% |
| 24/03/2023 | 0.89% | 1.09 | 1.10 | 50,000 | 50,000 | 50,000 | 50,000 | 55,984 | 56,484 | 100.00% | 100.00% |
| 23/03/2023 | 0.95% | 1.09 | 1.10 | 50,000 | 50,000 | 50,468 | 50,468 | 52,915 | 53,420 | 100.00% | 100.00% |
| 22/03/2023 | 1.11% | 0.91 | 0.92 | 75,000 | 75,000 | 75,000 | 75,000 | 67,212 | 67,962 | 100.00% | 100.00% |
| 21/03/2023 | 1.02% | 0.91 | 0.92 | 75,000 | 75,000 | 61,693 | 61,693 | 60,149 | 60,766 | 100.00% | 100.00% |
| 20/03/2023 | 0.92% | 1.06 | 1.07 | 50,000 | 50,000 | 50,604 | 50,604 | 54,716 | 55,222 | 100.00% | 100.00% |
| 17/03/2023 | 1.11% | 0.98 | 0.99 | 75,000 | 75,000 | 74,743 | 74,743 | 67,010 | 67,757 | 100.00% | 100.00% |
| 16/03/2023 | 1.23% | 0.79 | 0.80 | 75,000 | 75,000 | 75,000 | 75,000 | 60,846 | 61,596 | 100.00% | 100.00% |
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