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 - -
06/09/2024 19.51% 0.05 0.06 500,000 75,000 140,188 32,490 10,863 3,204 76.08% 76.09%
05/09/2024 50.60% 0.09 0.13 7,500 7,500 3,746 3,746 306 474 85.20% 85.20%
04/09/2024 11.95% 0.13 0.14 400,000 75,000 195,481 44,300 25,687 6,420 53.88% 53.88%
03/09/2024 6.21% 0.20 0.21 260,000 75,000 121,472 35,644 32,005 9,872 95.14% 95.14%
30/08/2024 8.32% 0.33 0.34 160,000 75,000 230,945 36,338 51,093 9,715 85.84% 85.84%
29/08/2024 11.72% 0.19 0.20 270,000 75,000 366,770 47,217 50,727 7,775 46.35% 46.35%
28/08/2024 11.39% 0.11 0.12 440,000 75,000 351,833 41,205 50,798 6,375 62.45% 62.45%
27/08/2024 10.69% 0.16 0.17 310,000 75,000 314,192 38,491 50,774 6,771 75.02% 75.02%
26/08/2024 8.78% 0.17 0.18 300,000 75,000 257,837 36,865 50,923 7,612 85.26% 85.26%

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