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
31/05/2013 3.38% 0.28 0.29 10,000,000 10,000,000 10,000,000 10,000,000 2,908,430 3,008,430 90.03% 90.03%
30/05/2013 3.48% 0.28 0.29 10,000,000 10,000,000 10,000,000 10,000,000 2,820,490 2,920,490 96.77% 96.77%
29/05/2013 3.51% 0.28 0.29 10,000,000 10,000,000 10,000,000 10,000,000 2,802,690 2,902,690 98.01% 98.01%
28/05/2013 3.40% 0.29 0.30 10,000,000 10,000,000 10,000,000 10,000,000 2,892,300 2,992,300 96.36% 96.36%
27/05/2013 3.39% 0.29 0.30 10,000,000 10,000,000 10,000,000 10,000,000 2,900,640 3,000,640 99.33% 99.33%
24/05/2013 3.32% 0.30 0.31 10,000,000 10,000,000 10,000,000 10,000,000 2,959,950 3,059,950 97.57% 97.57%
23/05/2013 3.26% 0.30 0.31 10,000,000 10,000,000 10,000,000 10,000,000 3,017,050 3,117,050 92.29% 92.29%
22/05/2013 3.21% 0.30 0.31 10,000,000 10,000,000 10,000,000 10,000,000 3,067,480 3,167,480 86.50% 86.50%
21/05/2013 3.26% 0.29 0.30 10,000,000 10,000,000 10,000,000 10,000,000 3,017,320 3,117,320 100.00% 100.00%
17/05/2013 3.02% 0.32 0.33 10,000,000 10,000,000 10,000,000 10,000,000 3,258,050 3,358,050 97.24% 97.24%

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