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 - -
20/09/2019 50.35% 0.02 0.03 300,000 100,000 488,341 162,780 7,620 4,168 99.98% 99.98%
19/09/2019 37.88% 0.01 0.02 750,000 250,000 509,893 169,964 11,176 5,425 99.69% 99.69%
18/09/2019 38.97% 0.01 0.02 900,000 300,000 557,418 188,007 11,765 5,824 100.00% 100.00%
17/09/2019 18.61% 0.03 0.04 450,000 150,000 309,898 103,299 15,211 6,103 99.84% 99.84%
16/09/2019 10.02% 0.06 0.07 300,000 100,000 235,973 78,658 22,832 8,397 100.00% 100.00%
13/09/2019 5.14% 0.14 0.15 150,000 50,000 150,261 50,087 28,737 10,080 99.76% 99.76%
12/09/2019 4.14% 0.19 0.20 150,000 50,000 153,501 51,167 37,012 12,849 99.06% 99.06%
12/09/2019 4.14% 0.19 0.20 150,000 50,000 153,501 51,167 37,012 12,849 99.06% 99.06%
11/09/2019 6.29% 0.16 0.17 150,000 50,000 184,685 61,562 28,285 10,044 99.90% 99.90%

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