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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 | - | - |
| 15/11/2019 | 1.17% | 83.41 | 84.41 | 93,000 | 100,000 | 93,010 | 100,000 | 79,040 | 85,980 | 100.00% | 100.00% |
| 14/11/2019 | 1.17% | 84.68 | 85.68 | 71,000 | 93,000 | 72,188 | 98,932 | 61,433 | 85,183 | 100.00% | 100.00% |
| 13/11/2019 | 1.17% | 84.45 | 85.45 | 60,000 | 80,000 | 95,687 | 81,703 | 81,209 | 70,148 | 100.00% | 100.00% |
| 12/11/2019 | 1.17% | 85.98 | 86.98 | 14,000 | 100,000 | 43,206 | 100,000 | 36,753 | 86,332 | 100.00% | 100.00% |
| 11/11/2019 | 1.18% | 84.11 | 85.11 | 100,000 | 100,000 | 100,000 | 100,000 | 84,080 | 85,080 | 100.00% | 100.00% |
| 08/11/2019 | 1.18% | 84.44 | 85.44 | 100,000 | 100,000 | 100,000 | 100,000 | 84,528 | 85,528 | 100.00% | 100.00% |
| 07/11/2019 | 1.17% | 85.40 | 86.40 | 80,000 | 100,000 | 65,343 | 100,000 | 55,740 | 86,284 | 100.00% | 100.00% |
| 06/11/2019 | 1.18% | 83.63 | 84.63 | 20,000 | 100,000 | 76,068 | 100,000 | 64,383 | 85,482 | 100.00% | 100.00% |
| 05/11/2019 | 1.16% | 85.04 | 86.04 | 80,000 | 100,000 | 81,990 | 100,000 | 70,042 | 86,425 | 100.00% | 100.00% |
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