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 - -
19/12/2014 4.60% 0.20 0.21 1,000,000 1,000,000 1,000,000 1,000,000 216,662 226,662 99.75% 99.75%
18/12/2014 8.76% 0.14 0.15 1,000,000 1,000,000 999,944 999,999 113,662 123,667 99.66% 99.97%
17/12/2014 30.61% 0.03 0.04 1,000,000 1,000,000 1,000,000 999,960 28,220 38,218 100.00% 100.00%
16/12/2014 35.79% 0.04 0.05 1,000,000 1,000,000 999,783 1,000,000 23,939 33,943 99.47% 99.47%
15/12/2014 11.99% 0.05 0.06 1,000,000 1,000,000 999,249 999,280 84,433 94,429 99.14% 99.45%
12/12/2014 7.79% 0.13 0.14 1,000,000 1,000,000 999,987 999,988 123,680 133,680 99.85% 100.00%
11/12/2014 6.62% 0.16 0.17 1,000,000 1,000,000 999,569 999,459 147,644 157,622 99.49% 99.64%
10/12/2014 5.83% 0.16 0.17 1,000,000 1,000,000 1,000,000 1,000,000 166,808 176,808 99.79% 99.79%
09/12/2014 4.84% 0.14 0.15 1,000,000 1,000,000 999,435 999,437 205,765 215,763 99.84% 99.84%

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