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 - -
20/03/2015 4.22% 0.30 0.31 500,000 100,000 500,000 100,000 139,994 29,201 88.52% 88.52%
19/03/2015 5.19% 0.27 0.29 500,000 100,000 500,000 100,000 124,735 26,268 99.95% 99.95%
18/03/2015 4.10% 0.24 0.25 500,000 100,000 500,000 100,000 124,959 26,037 99.67% 99.67%
17/03/2015 7.65% 0.18 0.19 500,000 100,000 500,000 100,000 88,007 18,994 100.00% 100.00%
16/03/2015 5.94% 0.22 0.23 500,000 100,000 788,560 100,000 169,486 22,880 97.83% 97.83%
13/03/2015 6.92% 0.19 0.20 1,000,000 100,000 1,000,000 100,000 179,664 19,244 100.00% 100.00%
12/03/2015 6.92% 0.15 0.17 1,000,000 100,000 1,000,000 100,000 156,931 16,815 100.00% 100.00%
11/03/2015 11.24% 0.14 0.15 1,000,000 100,000 1,000,000 100,000 116,307 13,002 100.00% 100.00%
10/03/2015 12.19% 0.08 0.09 1,000,000 100,000 1,000,000 100,000 79,395 8,968 99.88% 99.88%

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