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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 | - | - |
| 21/11/2019 | 1.00% | 99.43 | 100.43 | 750,000 | 356,000 | 750,000 | 356,000 | 745,725 | 357,531 | 91.09% | 91.09% |
| 20/11/2019 | 1.00% | 99.45 | 100.45 | 750,000 | 356,000 | 750,000 | 356,000 | 745,875 | 357,602 | 98.60% | 98.60% |
| 19/11/2019 | 1.00% | 99.47 | 100.47 | 750,000 | 356,000 | 750,000 | 356,000 | 746,025 | 357,673 | 96.90% | 96.90% |
| 18/11/2019 | 1.00% | 99.49 | 100.49 | 750,000 | 356,000 | 750,000 | 356,000 | 746,175 | 357,744 | 100.00% | 100.00% |
| 15/11/2019 | 1.00% | 99.54 | 100.54 | 750,000 | 356,000 | 750,000 | 356,000 | 746,550 | 357,922 | 99.20% | 99.20% |
| 14/11/2019 | 1.00% | 99.56 | 100.56 | 750,000 | 356,000 | 750,000 | 356,000 | 746,700 | 357,994 | 91.62% | 91.62% |
| 13/11/2019 | 1.00% | 99.58 | 100.58 | 750,000 | 356,000 | 750,000 | 356,000 | 746,850 | 358,065 | 98.81% | 98.81% |
| 12/11/2019 | 1.00% | 99.60 | 100.60 | 750,000 | 356,000 | 750,000 | 356,000 | 747,000 | 358,136 | 100.00% | 100.00% |
| 11/11/2019 | 1.00% | 99.61 | 100.61 | 750,000 | 356,000 | 750,000 | 356,000 | 747,075 | 358,172 | 99.34% | 99.34% |
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