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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 | - | - |
| 20/12/2024 | 1.44% | 0.69 | 0.70 | 125,000 | 125,000 | 125,000 | 125,000 | 86,201 | 87,451 | 100.00% | 100.00% |
| 19/12/2024 | 1.02% | 0.91 | 0.92 | 125,000 | 125,000 | 126,192 | 126,192 | 123,048 | 124,310 | 100.00% | 100.00% |
| 18/12/2024 | 0.82% | 1.19 | 1.20 | 325,000 | 325,000 | 325,000 | 325,000 | 395,851 | 399,101 | 98.73% | 98.73% |
| 17/12/2024 | 0.80% | 1.19 | 1.20 | 325,000 | 325,000 | 325,000 | 325,000 | 403,817 | 407,067 | 100.00% | 100.00% |
| 16/12/2024 | 0.78% | 1.26 | 1.27 | 325,000 | 325,000 | 325,000 | 325,000 | 413,917 | 417,167 | 100.00% | 100.00% |
| 13/12/2024 | 0.72% | 1.31 | 1.32 | 325,000 | 325,000 | 325,000 | 325,000 | 452,793 | 456,043 | 100.00% | 100.00% |
| 12/12/2024 | 0.74% | 1.34 | 1.35 | 325,000 | 325,000 | 325,000 | 325,000 | 436,805 | 440,055 | 98.13% | 98.13% |
| 11/12/2024 | 0.78% | 1.33 | 1.34 | 325,000 | 325,000 | 325,000 | 325,000 | 415,478 | 418,728 | 99.74% | 99.74% |
| 10/12/2024 | 0.77% | 1.28 | 1.29 | 325,000 | 325,000 | 325,000 | 325,000 | 418,413 | 421,663 | 100.00% | 100.00% |
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