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 - -
15/09/2017 34.14% 0.01 0.02 1,000,000 250,000 974,289 254,135 25,337 9,170 87.52% 100.00%
14/09/2017 15.70% 0.05 0.06 1,000,000 500,000 867,318 437,053 50,964 30,093 99.82% 99.82%
13/09/2017 18.56% 0.07 0.08 850,000 425,000 971,418 431,043 48,082 26,096 99.96% 99.96%
12/09/2017 10.58% 0.08 0.09 575,000 300,000 573,999 324,192 51,418 32,529 100.00% 100.00%
11/09/2017 13.28% 0.08 0.09 725,000 375,000 724,030 374,253 50,957 30,086 100.00% 100.00%
08/09/2017 13.28% 0.07 0.08 625,000 325,000 561,491 328,540 39,975 26,540 99.98% 99.98%
07/09/2017 17.09% 0.07 0.08 250,000 250,000 250,000 250,000 13,524 16,024 100.00% 100.00%
06/09/2017 22.00% 0.04 0.05 250,000 250,000 250,000 250,000 10,310 12,810 99.98% 99.98%
05/09/2017 8.82% 0.09 0.10 250,000 250,000 250,000 250,000 27,932 30,432 99.97% 99.97%

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