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 - -
20/01/2017 19.05% 0.08 0.10 300,000 300,000 299,698 300,000 20,107 24,247 92.70% 92.70%
19/01/2017 14.41% 0.06 0.07 1,000,000 1,000,000 1,000,000 1,000,000 74,755 84,755 86.35% 86.35%
18/01/2017 22.47% 0.02 0.03 450,000 450,000 450,000 450,000 19,058 23,558 99.52% 99.52%
17/01/2017 13.72% 0.05 0.06 200,000 200,000 200,000 200,000 13,944 15,944 100.00% 100.00%
16/01/2017 6.94% 0.14 0.15 225,000 225,000 225,000 224,482 31,361 33,528 100.00% 100.00%
13/01/2017 5.29% 0.19 0.20 250,000 250,000 250,000 250,000 46,518 49,018 98.20% 98.20%
12/01/2017 6.49% 0.15 0.16 250,000 250,000 250,000 250,000 37,398 39,898 99.22% 99.22%
11/01/2017 4.71% 0.28 0.29 250,000 250,000 250,000 250,000 52,875 55,375 99.83% 99.83%
10/01/2017 3.92% 0.18 0.19 225,000 225,000 225,000 225,000 57,149 59,399 93.95% 93.95%

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