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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 | - | - |
| 11/03/2020 | 0.49% | 1.92 | 1.93 | 125,000 | 125,000 | 125,000 | 125,000 | 256,953 | 258,204 | 91.38% | 91.38% |
| 10/03/2020 | 0.41% | 2.09 | 2.10 | 125,000 | 125,000 | 125,000 | 125,000 | 304,168 | 305,418 | 90.97% | 90.97% |
| 09/03/2020 | 0.76% | 2.12 | 2.13 | 125,000 | 125,000 | 114,278 | 114,277 | 239,328 | 241,094 | 58.23% | 58.23% |
| 06/03/2020 | 0.32% | 3.01 | 3.02 | 250,000 | 250,000 | 250,000 | 249,998 | 784,874 | 787,369 | 64.81% | 64.81% |
| 05/03/2020 | 0.26% | 3.84 | 3.85 | 250,000 | 250,000 | 250,000 | 250,000 | 961,539 | 964,039 | 99.63% | 99.63% |
| 04/03/2020 | 0.25% | 3.99 | 4.00 | 250,000 | 250,000 | 250,000 | 250,000 | 1,011,300 | 1,013,800 | 87.85% | 87.85% |
| 03/03/2020 | 0.25% | 3.85 | 3.86 | 250,000 | 250,000 | 250,000 | 250,000 | 993,652 | 996,152 | 72.63% | 72.63% |
| 02/03/2020 | 0.30% | 3.42 | 3.43 | 250,000 | 250,000 | 250,000 | 250,000 | 841,016 | 843,516 | 50.01% | 50.01% |
| 28/02/2020 | 0.46% | 3.02 | 3.03 | 250,000 | 250,000 | 134,685 | 134,683 | 435,455 | 437,437 | 34.63% | 34.63% |
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