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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 | - | - |
| 18/12/2020 | 1.22% | 0.82 | 0.83 | 125,000 | 125,000 | 125,000 | 125,000 | 102,139 | 103,389 | 100.00% | 100.00% |
| 17/12/2020 | 1.25% | 0.81 | 0.82 | 125,000 | 125,000 | 125,000 | 125,000 | 99,330 | 100,580 | 100.00% | 100.00% |
| 16/12/2020 | 1.29% | 0.74 | 0.75 | 125,000 | 125,000 | 125,000 | 125,000 | 96,000 | 97,250 | 100.00% | 100.00% |
| 15/12/2020 | 1.45% | 0.69 | 0.70 | 125,000 | 125,000 | 125,000 | 125,000 | 85,364 | 86,614 | 99.81% | 99.81% |
| 14/12/2020 | 1.48% | 0.67 | 0.68 | 125,000 | 125,000 | 148,329 | 128,333 | 99,214 | 87,296 | 91.08% | 91.08% |
| 11/12/2020 | 1.60% | 0.63 | 0.64 | 125,000 | 125,000 | 125,000 | 125,000 | 77,668 | 78,918 | 99.82% | 99.82% |
| 10/12/2020 | 1.46% | 0.68 | 0.69 | 125,000 | 125,000 | 125,000 | 125,000 | 85,131 | 86,381 | 97.44% | 97.44% |
| 09/12/2020 | 1.25% | 0.76 | 0.77 | 125,000 | 125,000 | 136,648 | 126,664 | 108,215 | 101,741 | 97.96% | 97.96% |
| 08/12/2020 | 1.25% | 0.80 | 0.81 | 125,000 | 125,000 | 125,000 | 125,000 | 99,093 | 100,343 | 100.00% | 100.00% |
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