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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/06/2012 | 40.00% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 60,000 | 22,500 | 100.00% | 100.00% |
| 13/06/2012 | 40.00% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 60,000 | 22,500 | 94.94% | 94.94% |
| 12/06/2012 | 49.49% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 49,318 | 19,830 | 99.84% | 99.84% |
| 11/06/2012 | 66.67% | 0.01 | 0.02 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 30,000 | 15,000 | 99.72% | 99.72% |
| 08/06/2012 | 66.67% | 0.01 | 0.02 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 30,000 | 15,000 | 100.00% | 100.00% |
| 07/06/2012 | 54.74% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 43,416 | 18,354 | 98.78% | 98.78% |
| 06/06/2012 | 40.00% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 60,000 | 22,500 | 100.00% | 100.00% |
| 05/06/2012 | 40.00% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 60,000 | 22,500 | 100.00% | 100.00% |
| 04/06/2012 | 40.00% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 60,000 | 22,500 | 100.00% | 100.00% |
| 01/06/2012 | 40.00% | 0.02 | 0.03 | 3,000,000 | 750,000 | 3,000,000 | 750,000 | 60,000 | 22,500 | 99.39% | 99.39% |
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