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 6.62% 0.10 0.11 150,000 150,000 150,000 150,000 22,292 23,792 95.66% 95.66%
28/08/2020 5.46% 0.13 0.14 150,000 150,000 150,000 150,000 26,893 28,393 99.60% 99.60%
27/08/2020 3.81% 0.27 0.28 150,000 150,000 150,000 150,000 38,755 40,255 97.20% 97.20%
26/08/2020 3.27% 0.28 0.29 150,000 150,000 150,000 150,000 45,343 46,843 99.96% 99.96%
25/08/2020 2.93% 0.34 0.35 150,000 150,000 150,000 150,000 50,523 52,023 99.91% 99.91%
24/08/2020 2.82% 0.39 0.40 150,000 150,000 150,000 150,000 52,590 54,090 98.23% 98.23%
21/08/2020 3.13% 0.38 0.39 150,000 150,000 150,000 150,000 48,103 49,603 99.90% 99.90%
20/08/2020 2.84% 0.32 0.33 150,000 150,000 150,000 150,000 52,253 53,753 99.86% 99.86%
19/08/2020 3.96% 0.29 0.30 150,000 150,000 149,991 149,989 37,381 38,881 99.99% 99.99%
18/08/2020 3.48% 0.25 0.26 150,000 150,000 150,000 150,000 42,647 44,147 99.84% 99.84%

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