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 2.01% 99.21 101.22 100,000 50,000 100,000 50,000 99,210 50,610 100.00% 100.00%
28/08/2020 2.01% 99.23 101.24 100,000 50,000 100,000 50,000 99,230 50,620 100.00% 100.00%
27/08/2020 2.01% 99.24 101.25 100,000 50,000 100,000 50,000 99,240 50,625 100.00% 100.00%
26/08/2020 2.00% 99.31 101.32 100,000 50,000 100,000 50,000 99,310 50,660 100.00% 100.00%
25/08/2020 2.00% 99.34 101.35 100,000 50,000 100,000 50,000 99,340 50,675 100.00% 100.00%
24/08/2020 2.00% 99.36 101.37 100,000 50,000 100,000 50,000 99,360 50,685 100.00% 100.00%
21/08/2020 2.00% 99.39 101.40 100,000 50,000 100,000 50,000 99,390 50,700 100.00% 100.00%
20/08/2020 2.00% 99.42 101.43 100,000 50,000 100,000 50,000 99,420 50,715 100.00% 100.00%
19/08/2020 2.00% 99.49 101.50 100,000 50,000 100,000 50,000 99,490 50,750 100.00% 100.00%
18/08/2020 2.01% 99.50 101.52 100,000 50,000 100,000 50,000 99,500 50,760 100.00% 100.00%

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