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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 | - | - |
| 20/09/2024 | 0.33% | 3.05 | 3.06 | 110,000 | 110,000 | 110,000 | 110,000 | 336,551 | 337,651 | 100.00% | 100.00% |
| 19/09/2024 | 0.33% | 2.90 | 2.91 | 110,000 | 110,000 | 109,999 | 109,999 | 329,789 | 330,889 | 98.20% | 98.20% |
| 18/09/2024 | 0.36% | 2.71 | 2.72 | 110,000 | 110,000 | 110,000 | 110,000 | 306,018 | 307,118 | 100.00% | 100.00% |
| 12/09/2024 | 0.47% | 2.42 | 2.43 | 110,000 | 110,000 | 109,586 | 109,586 | 233,779 | 234,879 | 99.97% | 99.97% |
| 11/09/2024 | 0.50% | 1.93 | 1.94 | 110,000 | 110,000 | 110,000 | 110,000 | 219,017 | 220,117 | 99.79% | 99.79% |
| 10/09/2024 | 0.53% | 1.84 | 1.85 | 110,000 | 110,000 | 110,000 | 110,000 | 206,232 | 207,332 | 99.76% | 99.76% |
| 09/09/2024 | 0.56% | 1.75 | 1.76 | 110,000 | 110,000 | 110,000 | 110,000 | 195,248 | 196,348 | 100.00% | 100.00% |
| 06/09/2024 | 0.49% | 1.94 | 1.95 | 110,000 | 110,000 | 110,000 | 110,000 | 223,998 | 225,098 | 99.77% | 99.77% |
| 05/09/2024 | 0.49% | 2.11 | 2.12 | 110,000 | 110,000 | 110,000 | 110,000 | 223,487 | 224,587 | 99.99% | 99.99% |
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