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 0.62% 1.56 1.57 300,000 300,000 300,000 300,000 482,884 485,884 100.00% 100.00%
17/06/2014 0.63% 1.59 1.60 300,000 300,000 300,000 300,000 475,042 478,042 98.11% 98.11%
16/06/2014 0.65% 1.55 1.56 300,000 300,000 300,000 300,000 460,225 463,225 100.00% 100.00%
13/06/2014 0.67% 1.54 1.55 300,000 300,000 300,000 300,000 448,033 451,033 99.27% 99.27%
12/06/2014 0.62% 1.60 1.61 300,000 300,000 300,000 300,000 484,331 487,331 99.51% 99.51%
11/06/2014 0.59% 1.65 1.66 300,000 300,000 300,000 300,000 511,282 514,282 100.00% 100.00%
10/06/2014 0.58% 1.76 1.77 300,000 300,000 300,000 300,000 515,150 518,150 97.85% 97.98%
06/06/2014 0.66% 1.56 1.57 300,000 300,000 299,999 300,000 454,087 457,088 99.48% 99.48%
05/06/2014 0.63% 1.56 1.57 300,000 300,000 300,000 300,000 474,146 477,146 98.22% 98.22%
04/06/2014 0.63% 1.54 1.55 300,000 300,000 300,000 300,000 475,813 478,813 98.68% 98.70%

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