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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 | - | - |
| 20/12/2019 | 0.82% | 1.21 | 1.22 | 75,000 | 75,000 | 75,000 | 75,000 | 90,765 | 91,515 | 100.00% | 100.00% |
| 19/12/2019 | 0.85% | 1.17 | 1.18 | 75,000 | 75,000 | 75,000 | 75,000 | 87,546 | 88,296 | 100.00% | 100.00% |
| 18/12/2019 | 0.84% | 1.18 | 1.19 | 75,000 | 75,000 | 75,000 | 75,000 | 88,996 | 89,746 | 100.00% | 100.00% |
| 17/12/2019 | 0.85% | 1.17 | 1.18 | 75,000 | 75,000 | 75,000 | 75,000 | 87,695 | 88,445 | 100.00% | 100.00% |
| 16/12/2019 | 0.86% | 1.15 | 1.16 | 75,000 | 75,000 | 75,000 | 75,000 | 86,413 | 87,163 | 100.00% | 100.00% |
| 13/12/2019 | 0.88% | 1.14 | 1.15 | 75,000 | 75,000 | 75,000 | 75,000 | 85,244 | 85,994 | 99.82% | 99.82% |
| 12/12/2019 | 0.98% | 1.06 | 1.07 | 75,000 | 75,000 | 75,000 | 75,000 | 76,560 | 77,310 | 100.00% | 100.00% |
| 11/12/2019 | 1.02% | 1.00 | 1.01 | 75,000 | 75,000 | 75,000 | 75,000 | 73,396 | 74,146 | 100.00% | 100.00% |
| 10/12/2019 | 1.05% | 0.97 | 0.98 | 75,000 | 75,000 | 75,506 | 75,506 | 71,804 | 72,559 | 99.27% | 99.27% |
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