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 16.98% 0.04 0.05 1,000,000 1,000,000 999,416 1,000,000 54,621 64,656 99.72% 99.72%
19/06/2014 10.24% 0.08 0.09 1,000,000 1,000,000 1,000,000 1,000,000 92,963 102,963 100.00% 100.00%
18/06/2014 10.84% 0.12 0.13 1,000,000 1,000,000 1,000,000 1,000,000 88,492 98,492 99.49% 99.49%
17/06/2014 8.72% 0.11 0.12 1,000,000 1,000,000 1,000,000 1,000,000 110,014 120,014 100.00% 100.00%
16/06/2014 8.19% 0.11 0.12 1,000,000 1,000,000 1,000,000 1,000,000 117,246 127,246 99.90% 99.90%
13/06/2014 7.80% 0.12 0.13 1,000,000 1,000,000 999,795 1,000,000 125,406 135,433 100.00% 100.00%
12/06/2014 10.97% 0.09 0.10 1,000,000 1,000,000 999,543 1,000,000 86,428 96,469 100.00% 100.00%
11/06/2014 14.81% 0.07 0.08 1,000,000 1,000,000 1,000,000 1,000,000 63,506 73,506 99.62% 99.62%
10/06/2014 14.11% 0.06 0.07 1,000,000 1,000,000 1,000,000 999,534 66,329 76,296 100.00% 100.00%

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