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 17.38% 0.04 0.05 1,000,000 1,000,000 998,410 999,985 34,931 40,147 99.66% 99.66%
16/10/2019 8.87% 0.07 0.08 1,000,000 1,000,000 999,499 999,564 56,831 61,842 97.17% 97.17%
15/10/2019 8.07% 0.06 0.06 1,000,000 1,000,000 999,978 999,011 106,512 115,325 98.86% 98.86%
14/10/2019 4.67% 0.16 0.17 1,000,000 1,000,000 999,824 999,652 212,948 222,927 93.56% 93.56%
11/10/2019 5.33% 0.15 0.16 1,000,000 1,000,000 999,792 999,627 186,467 196,426 100.00% 100.00%
10/10/2019 2.54% 0.28 0.29 1,000,000 1,000,000 1,000,000 1,000,000 392,715 402,715 99.89% 99.89%
09/10/2019 2.44% 0.41 0.42 1,000,000 1,000,000 1,000,000 1,000,000 406,440 416,440 97.93% 97.93%
08/10/2019 2.52% 0.45 0.46 1,000,000 1,000,000 999,984 1,000,000 399,107 409,113 100.00% 100.00%
07/10/2019 2.84% 0.29 0.30 1,000,000 993,000 1,000,000 1,000,000 350,000 360,000 100.00% 100.00%

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