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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 | - | - |
| 24/02/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 999,998 | 1,000,000 | 10,000 | 20,000 | 100.00% | 100.00% |
| 23/02/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 98.24% | 98.24% |
| 22/02/2016 | 66.67% | 0.01 | 0.02 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 | 20,000 | 100.00% | 100.00% |
| 19/02/2016 | 35.57% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 23,876 | 33,876 | 99.99% | 99.99% |
| 18/02/2016 | 40.00% | 0.02 | 0.03 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,000 | 30,000 | 100.00% | 100.00% |
| 17/02/2016 | 37.49% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 22,196 | 32,196 | 99.99% | 99.99% |
| 16/02/2016 | 29.01% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 29,959 | 39,959 | 99.99% | 99.99% |
| 15/02/2016 | 28.72% | 0.03 | 0.04 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 29,871 | 39,871 | 100.00% | 100.00% |
| 12/02/2016 | 10.74% | 0.08 | 0.09 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 88,418 | 98,418 | 99.99% | 99.99% |
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