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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 | - | - |
| 20/11/2024 | 1.73% | 1.70 | 1.73 | 75,000 | 75,000 | 75,000 | 75,000 | 128,944 | 131,194 | 11.58% | 11.65% |
| 19/11/2024 | 1.16% | 1.68 | 1.70 | 75,000 | 75,000 | 75,000 | 75,000 | 128,650 | 130,150 | 98.83% | 98.83% |
| 18/11/2024 | 1.39% | 1.66 | 1.68 | 75,000 | 75,000 | 69,435 | 69,435 | 110,514 | 112,014 | 99.09% | 99.09% |
| 15/11/2024 | 1.37% | 1.47 | 1.49 | 75,000 | 75,000 | 75,000 | 75,000 | 108,584 | 110,084 | 99.73% | 99.73% |
| 14/11/2024 | 1.49% | 1.43 | 1.45 | 75,000 | 75,000 | 75,000 | 75,000 | 100,497 | 101,997 | 97.08% | 97.08% |
| 13/11/2024 | 1.44% | 1.41 | 1.43 | 75,000 | 75,000 | 74,430 | 74,430 | 104,108 | 105,615 | 97.16% | 97.16% |
| 12/11/2024 | 1.53% | 1.36 | 1.38 | 75,000 | 75,000 | 75,000 | 75,000 | 107,416 | 109,069 | 98.01% | 98.01% |
| 11/11/2024 | 1.64% | 1.52 | 1.54 | 75,000 | 75,000 | 61,884 | 61,884 | 96,191 | 97,713 | 100.00% | 100.00% |
| 08/11/2024 | 1.75% | 1.26 | 1.28 | 75,000 | 75,000 | 75,000 | 75,000 | 94,250 | 95,909 | 100.00% | 100.00% |
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