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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 | - | - |
| 25/05/2023 | 0.46% | 2.18 | 2.19 | 450,000 | 75,000 | 450,000 | 75,000 | 969,722 | 162,370 | 27.83% | 27.83% |
| 24/05/2023 | 0.54% | 1.81 | 1.82 | 600,000 | 75,000 | 600,000 | 75,000 | 1,116,910 | 140,363 | 96.42% | 96.42% |
| 22/05/2023 | 0.51% | 1.99 | 2.00 | 600,000 | 75,000 | 600,000 | 75,000 | 1,166,870 | 146,609 | 99.82% | 99.82% |
| 19/05/2023 | 0.50% | 2.01 | 2.02 | 600,000 | 75,000 | 600,000 | 75,000 | 1,188,260 | 149,282 | 98.49% | 98.49% |
| 17/05/2023 | 0.58% | 1.70 | 1.71 | 600,000 | 75,000 | 600,000 | 75,000 | 1,024,290 | 128,786 | 83.27% | 83.27% |
| 16/05/2023 | 0.59% | 1.69 | 1.70 | 600,000 | 75,000 | 600,000 | 75,000 | 1,013,050 | 127,382 | 100.00% | 100.00% |
| 15/05/2023 | 0.57% | 1.73 | 1.74 | 600,000 | 75,000 | 600,000 | 75,000 | 1,041,400 | 130,925 | 100.00% | 100.00% |
| 12/05/2023 | 0.58% | 1.74 | 1.75 | 600,000 | 75,000 | 600,000 | 75,000 | 1,031,660 | 129,707 | 100.00% | 100.00% |
| 11/05/2023 | 0.58% | 1.71 | 1.72 | 600,000 | 75,000 | 600,000 | 75,000 | 1,036,380 | 130,298 | 100.00% | 100.00% |
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