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 - -
20/03/2020 6.69% 0.12 0.13 475,000 475,000 360,172 351,165 51,755 54,367 91.43% 91.43%
19/03/2020 11.31% 0.08 0.09 850,000 425,000 970,188 252,045 44,553 12,612 100.00% 100.00%
18/03/2020 26.80% 0.09 0.11 1,000,000 25,000 1,000,000 25,000 68,785 2,220 99.93% 99.93%
17/03/2020 18.23% 0.10 0.12 1,000,000 25,000 1,000,000 29,389 94,595 3,269 99.48% 99.48%
13/03/2020 9.19% 0.14 0.16 325,000 25,000 207,434 170,822 44,486 41,525 94.34% 94.34%
12/03/2020 5.59% 0.16 0.17 125,000 25,000 125,000 26,662 27,280 6,202 99.11% 99.11%
11/03/2020 2.20% 0.44 0.45 125,000 125,000 125,000 124,906 56,353 57,550 100.00% 100.00%
10/03/2020 1.63% 0.58 0.59 125,000 25,000 105,859 97,156 64,365 60,522 97.35% 97.35%
09/03/2020 2.22% 0.61 0.62 100,000 25,000 100,000 22,262 59,789 13,698 97.16% 97.16%

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