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 - -
17/10/2019 167.46% 0.00 0.02 1,000,000 1,000,000 1,000,000 1,000,000 1,721 15,257 98.40% 98.62%
16/10/2019 74.13% 0.02 0.03 1,000,000 1,000,000 998,195 1,000,000 12,641 20,639 99.89% 99.89%
15/10/2019 12.55% 0.02 0.03 1,000,000 1,000,000 1,000,000 999,917 40,736 45,733 99.35% 99.35%
14/10/2019 7.93% 0.08 0.09 1,000,000 1,000,000 999,738 998,506 108,529 117,423 91.85% 91.85%
11/10/2019 7.98% 0.08 0.09 1,000,000 1,000,000 999,989 999,774 104,570 113,291 98.86% 98.86%
10/10/2019 3.84% 0.17 0.18 1,000,000 1,000,000 1,000,000 999,989 259,634 269,631 100.00% 100.00%
09/10/2019 3.59% 0.28 0.29 1,000,000 1,000,000 999,825 999,084 275,064 284,801 97.95% 97.95%
08/10/2019 3.65% 0.32 0.33 1,000,000 1,000,000 999,101 999,353 275,074 285,145 100.00% 100.00%
07/10/2019 4.13% 0.20 0.21 1,000,000 1,000,000 999,958 999,766 239,729 249,686 100.00% 100.00%

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