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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 | - | - |
| 25/01/2021 | 0.80% | 109.55 | 110.43 | 250,000 | 250,000 | 250,000 | 250,000 | 273,875 | 276,075 | 100.00% | 100.00% |
| 22/01/2021 | 0.81% | 109.64 | 110.53 | 250,000 | 250,000 | 250,000 | 250,000 | 274,100 | 276,325 | 100.00% | 100.00% |
| 21/01/2021 | 0.81% | 109.67 | 110.56 | 250,000 | 250,000 | 250,000 | 250,000 | 274,175 | 276,400 | 100.00% | 100.00% |
| 20/01/2021 | 0.81% | 109.71 | 110.60 | 250,000 | 250,000 | 250,000 | 250,000 | 274,275 | 276,500 | 100.00% | 100.00% |
| 19/01/2021 | 0.81% | 109.73 | 110.62 | 250,000 | 250,000 | 250,000 | 250,000 | 274,325 | 276,550 | 96.65% | 96.65% |
| 18/01/2021 | 0.81% | 109.76 | 110.65 | 250,000 | 250,000 | 250,000 | 250,000 | 274,400 | 276,625 | 100.00% | 100.00% |
| 15/01/2021 | 0.81% | 109.83 | 110.72 | 250,000 | 250,000 | 250,000 | 250,000 | 274,575 | 276,800 | 100.00% | 100.00% |
| 14/01/2021 | 0.81% | 109.83 | 110.72 | 250,000 | 250,000 | 250,000 | 250,000 | 274,575 | 276,800 | 100.00% | 100.00% |
| 13/01/2021 | 0.81% | 109.82 | 110.71 | 250,000 | 250,000 | 250,000 | 250,000 | 274,550 | 276,775 | 100.00% | 100.00% |
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