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 - -
27/02/2020 10.08% 0.12 0.13 420,000 50,000 465,038 50,000 48,546 5,845 100.00% 100.00%
26/02/2020 7.36% 0.17 0.18 300,000 50,000 351,976 50,000 50,694 7,887 94.84% 94.84%
25/02/2020 6.17% 0.16 0.17 320,000 50,000 290,816 50,000 50,899 9,332 100.00% 100.00%
24/02/2020 7.25% 0.18 0.19 280,000 50,000 340,252 50,000 50,852 8,095 100.00% 100.00%
21/02/2020 3.87% 0.27 0.28 190,000 50,000 186,574 50,000 51,147 14,261 100.00% 100.00%
20/02/2020 3.43% 0.31 0.32 170,000 50,000 167,775 50,000 52,141 16,087 99.85% 99.85%
19/02/2020 3.59% 0.31 0.32 170,000 50,000 168,594 50,000 51,964 15,985 100.00% 100.00%
18/02/2020 3.67% 0.29 0.30 180,000 50,000 168,751 50,000 51,573 15,877 100.00% 100.00%
17/02/2020 3.09% 0.36 0.38 140,000 50,000 139,864 50,000 51,259 18,900 100.00% 100.00%

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