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 - -
20/12/2019 - 0.22 - 300,000 0 0 0 0 0 0.00% 98.59%
19/12/2019 7.88% 0.22 0.14 300,000 100,000 300,000 100,000 36,631 13,210 45.99% 99.52%
18/12/2019 10.84% 0.15 0.16 300,000 100,000 377,687 125,896 33,194 12,324 100.00% 100.00%
17/12/2019 44.34% 0.06 0.07 450,000 150,000 845,084 320,408 17,687 9,621 99.92% 99.92%
16/12/2019 57.97% 0.02 0.03 900,000 300,000 990,542 444,579 13,070 10,113 100.00% 100.00%
13/12/2019 40.47% 0.02 0.03 1,000,000 400,000 998,081 402,043 19,790 11,974 99.93% 99.93%
12/12/2019 51.06% 0.02 0.03 1,000,000 500,000 1,000,000 516,466 15,854 13,123 99.25% 99.25%
11/12/2019 40.96% 0.02 0.03 1,000,000 400,000 1,000,000 479,162 19,641 14,196 99.82% 99.82%
10/12/2019 35.97% 0.02 0.03 1,000,000 400,000 970,316 405,546 22,674 13,286 99.66% 99.66%

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