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
18/06/2014 0.76% 1.26 1.27 300,000 300,000 300,000 300,000 392,884 395,884 100.00% 100.00%
17/06/2014 0.78% 1.29 1.30 300,000 300,000 300,000 300,000 385,042 388,042 98.11% 98.11%
16/06/2014 0.81% 1.25 1.26 300,000 300,000 300,000 300,000 370,225 373,225 100.00% 100.00%
13/06/2014 0.84% 1.24 1.25 300,000 300,000 299,993 300,000 356,477 359,487 99.27% 99.27%
12/06/2014 0.76% 1.29 1.30 300,000 300,000 300,000 300,000 391,331 394,331 99.51% 99.51%
11/06/2014 0.72% 1.34 1.35 300,000 300,000 299,998 300,000 418,280 421,282 100.00% 100.00%
10/06/2014 0.71% 1.45 1.46 300,000 300,000 299,931 300,000 422,031 425,132 97.98% 97.98%
06/06/2014 0.83% 1.25 1.26 300,000 300,000 300,000 300,000 361,089 364,089 99.48% 99.48%
05/06/2014 0.78% 1.25 1.26 300,000 300,000 300,000 300,000 381,146 384,146 98.22% 98.22%
04/06/2014 0.78% 1.23 1.24 300,000 300,000 300,000 300,000 382,808 385,808 98.78% 98.78%

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