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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 | - | - |
| 24/10/2024 | 7.27% | 0.52 | 0.58 | 15,000 | 15,000 | 15,000 | 15,000 | 12,241 | 13,141 | 17.89% | 17.89% |
| 23/10/2024 | 3.47% | 1.95 | 2.01 | 15,000 | 15,000 | 15,000 | 15,000 | 25,531 | 26,431 | 100.00% | 100.00% |
| 22/10/2024 | 3.60% | 1.58 | 1.64 | 15,000 | 15,000 | 15,000 | 15,000 | 24,558 | 25,458 | 100.00% | 100.00% |
| 21/10/2024 | 3.52% | 2.05 | 2.11 | 15,000 | 15,000 | 14,990 | 14,990 | 25,242 | 26,142 | 100.00% | 100.00% |
| 18/10/2024 | 3.29% | 1.66 | 1.72 | 15,000 | 15,000 | 15,000 | 14,997 | 26,941 | 27,837 | 100.00% | 100.00% |
| 17/10/2024 | 2.52% | 2.19 | 2.25 | 15,000 | 15,000 | 15,000 | 15,000 | 35,358 | 36,258 | 100.00% | 100.00% |
| 16/10/2024 | 2.30% | 2.66 | 2.72 | 15,000 | 15,000 | 15,000 | 15,000 | 38,630 | 39,530 | 100.00% | 100.00% |
| 15/10/2024 | 2.25% | 2.62 | 2.68 | 15,000 | 15,000 | 15,000 | 15,000 | 39,652 | 40,552 | 100.00% | 100.00% |
| 14/10/2024 | 2.96% | 2.29 | 2.35 | 15,000 | 15,000 | 15,000 | 15,000 | 30,245 | 31,145 | 100.00% | 100.00% |
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