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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 | - | - |
| 20/03/2020 | 2.00% | 99.41 | 101.42 | 250,000 | 1,000 | 250,000 | 1,000 | 248,525 | 1,014 | 100.00% | 100.00% |
| 19/03/2020 | 2.00% | 99.47 | 101.48 | 250,000 | 1,000 | 250,000 | 1,000 | 248,675 | 1,015 | 100.00% | 100.00% |
| 18/03/2020 | 2.01% | 99.53 | 101.55 | 250,000 | 1,000 | 250,000 | 1,000 | 248,825 | 1,016 | 100.00% | 100.00% |
| 17/03/2020 | 2.42% | 99.61 | 101.63 | 250,000 | 1,000 | 250,000 | 1,000 | 248,503 | 1,018 | 100.00% | 100.00% |
| 13/03/2020 | 3.00% | 99.37 | 102.40 | 250,000 | 1,000 | 250,000 | 1,000 | 248,425 | 1,024 | 100.00% | 100.00% |
| 12/03/2020 | 3.00% | 99.43 | 102.46 | 250,000 | 1,000 | 250,000 | 1,000 | 248,575 | 1,025 | 100.00% | 100.00% |
| 11/03/2020 | 1.01% | 100.50 | 101.52 | 250,000 | 1,000 | 250,000 | 1,000 | 251,250 | 1,015 | 100.00% | 100.00% |
| 10/03/2020 | 1.65% | 100.37 | 101.64 | 250,000 | 1,000 | 250,000 | 1,000 | 250,421 | 1,018 | 100.00% | 100.00% |
| 09/03/2020 | 3.01% | 99.48 | 102.52 | 250,000 | 1,000 | 250,000 | 1,000 | 248,700 | 1,025 | 100.00% | 100.00% |
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