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 - -
20/06/2014 6.18% 0.17 0.18 1,000,000 1,000,000 999,039 1,000,000 156,906 167,067 99.72% 99.72%
19/06/2014 8.04% 0.13 0.14 1,000,000 1,000,000 999,929 999,959 119,609 129,613 100.00% 100.00%
18/06/2014 7.37% 0.10 0.11 1,000,000 1,000,000 999,979 1,000,000 132,094 142,096 99.49% 99.49%
17/06/2014 7.41% 0.13 0.14 1,000,000 1,000,000 1,000,000 1,000,000 130,226 140,226 99.83% 100.00%
16/06/2014 7.40% 0.13 0.14 1,000,000 1,000,000 1,000,000 1,000,000 130,427 140,427 99.90% 99.90%
13/06/2014 7.32% 0.14 0.15 1,000,000 1,000,000 999,741 999,864 134,064 144,079 100.00% 100.00%
12/06/2014 5.16% 0.19 0.20 1,000,000 1,000,000 999,945 999,809 189,250 199,222 100.00% 100.00%
11/06/2014 4.07% 0.22 0.23 1,000,000 1,000,000 999,844 999,848 241,677 251,675 99.62% 99.62%
10/06/2014 4.10% 0.26 0.27 1,000,000 1,000,000 999,571 1,000,000 239,028 249,130 100.00% 100.00%

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