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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 | - | - |
| 01/12/2020 | 9.68% | 0.02 | 0.03 | 150,000 | 150,000 | 150,000 | 150,000 | 16,276 | 17,776 | 98.53% | 98.53% |
| 30/11/2020 | 8.02% | 0.13 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 18,578 | 20,078 | 100.00% | 100.00% |
| 27/11/2020 | 7.82% | 0.13 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 18,912 | 20,412 | 98.75% | 98.75% |
| 26/11/2020 | 8.04% | 0.14 | 0.16 | 150,000 | 150,000 | 150,000 | 150,000 | 18,282 | 19,782 | 100.00% | 100.00% |
| 25/11/2020 | 7.70% | 0.08 | 0.09 | 150,000 | 150,000 | 150,000 | 150,000 | 19,386 | 20,886 | 99.10% | 99.10% |
| 24/11/2020 | 7.71% | 0.13 | 0.14 | 150,000 | 150,000 | 150,000 | 150,000 | 19,378 | 20,878 | 97.73% | 97.73% |
| 23/11/2020 | 9.65% | 0.20 | 0.21 | 150,000 | 150,000 | 150,000 | 150,000 | 15,706 | 17,206 | 99.99% | 99.99% |
| 20/11/2020 | 5.01% | 0.19 | 0.20 | 150,000 | 150,000 | 150,000 | 150,000 | 29,204 | 30,704 | 100.00% | 100.00% |
| 19/11/2020 | 4.15% | 0.24 | 0.25 | 150,000 | 150,000 | 150,000 | 150,000 | 35,495 | 36,995 | 99.40% | 99.40% |
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