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 - -
19/09/2014 - - 0.02 0 1,000,000 0 0 0 0 0.00% 84.15%
18/09/2014 40.00% 0.02 0.02 1,000,000 1,000,000 999,979 1,000,000 20,000 30,000 89.19% 100.00%
17/09/2014 40.00% 0.02 0.03 1,000,000 1,000,000 999,986 1,000,000 20,000 30,000 99.48% 99.48%
16/09/2014 40.00% 0.02 0.03 1,000,000 1,000,000 1,000,000 1,000,000 20,000 30,000 99.94% 99.94%
15/09/2014 38.16% 0.02 0.03 1,000,000 1,000,000 1,000,000 1,000,000 21,613 31,613 100.00% 100.00%
12/09/2014 24.36% 0.04 0.05 1,000,000 1,000,000 1,000,000 1,000,000 36,640 46,640 99.65% 99.65%
11/09/2014 23.00% 0.03 0.04 1,000,000 1,000,000 1,000,000 1,000,000 39,527 49,527 100.00% 100.00%
10/09/2014 15.75% 0.05 0.06 1,000,000 1,000,000 999,964 1,000,000 58,796 68,798 100.00% 100.00%
09/09/2014 14.59% 0.06 0.07 1,000,000 1,000,000 1,000,000 999,963 63,885 73,882 100.00% 100.00%

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