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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 31/08/2020 | 0.81% | 99.67 | 100.48 | 250,000 | 250,000 | 250,000 | 250,000 | 249,175 | 251,200 | 100.00% | 100.00% |
| 28/08/2020 | 0.81% | 99.69 | 100.50 | 250,000 | 250,000 | 250,000 | 250,000 | 249,225 | 251,250 | 100.00% | 100.00% |
| 27/08/2020 | 0.81% | 99.69 | 100.50 | 250,000 | 250,000 | 250,000 | 250,000 | 249,225 | 251,250 | 100.00% | 100.00% |
| 26/08/2020 | 0.81% | 99.74 | 100.55 | 250,000 | 250,000 | 250,000 | 250,000 | 249,346 | 251,379 | 100.00% | 100.00% |
| 25/08/2020 | 1.01% | 99.65 | 100.66 | 250,000 | 250,000 | 250,000 | 250,000 | 249,125 | 251,650 | 100.00% | 100.00% |
| 24/08/2020 | 1.01% | 99.67 | 100.68 | 250,000 | 250,000 | 250,000 | 250,000 | 249,175 | 251,700 | 100.00% | 100.00% |
| 21/08/2020 | 1.01% | 99.68 | 100.69 | 250,000 | 250,000 | 250,000 | 250,000 | 249,200 | 251,725 | 100.00% | 100.00% |
| 20/08/2020 | 1.01% | 99.70 | 100.71 | 250,000 | 250,000 | 250,000 | 250,000 | 249,250 | 251,775 | 100.00% | 100.00% |
| 19/08/2020 | 1.01% | 99.74 | 100.75 | 250,000 | 250,000 | 250,000 | 250,000 | 249,350 | 251,875 | 100.00% | 100.00% |
| 18/08/2020 | 1.01% | 99.76 | 100.77 | 250,000 | 250,000 | 250,000 | 250,000 | 249,400 | 251,925 | 100.00% | 100.00% |
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