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 16.16% 0.03 0.03 1,000,000 250,000 1,000,000 280,568 31,842 10,810 99.37% 99.37%
19/03/2020 25.27% 0.03 0.03 1,000,000 250,000 1,000,000 219,374 18,315 4,820 100.00% 100.00%
18/03/2020 53.06% 0.04 0.06 1,000,000 25,000 1,000,000 25,000 29,301 1,233 100.00% 100.00%
17/03/2020 33.66% 0.05 0.07 1,000,000 25,000 1,000,000 29,392 46,879 1,892 99.49% 99.49%
13/03/2020 16.55% 0.07 0.09 625,000 25,000 371,805 284,422 42,987 41,054 94.42% 94.42%
12/03/2020 9.41% 0.08 0.09 200,000 25,000 200,000 26,664 22,788 3,382 99.11% 99.11%
11/03/2020 3.63% 0.26 0.27 200,000 200,000 194,256 194,139 52,702 54,602 100.00% 100.00%
10/03/2020 2.46% 0.38 0.39 150,000 25,000 133,510 122,623 53,676 51,024 97.38% 97.38%
09/03/2020 3.33% 0.41 0.42 100,000 25,000 100,000 22,262 40,083 9,308 97.16% 97.16%

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