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 - -
13/03/2020 0.50% 99.85 100.35 1,000,000 500,000 1,000,000 500,000 998,500 501,750 99.05% 99.05%
12/03/2020 0.50% 99.75 100.25 100,000 100,000 166,155 129,402 165,900 129,850 86.64% 86.64%
11/03/2020 0.50% 99.95 100.45 1,000,000 500,000 1,000,000 500,000 999,500 502,250 98.43% 98.43%
10/03/2020 0.50% 99.95 100.45 1,000,000 500,000 381,239 137,580 381,048 138,199 94.28% 94.28%
09/03/2020 0.50% 99.85 100.35 100,000 100,000 116,872 107,903 116,618 108,206 58.21% 58.21%
06/03/2020 0.50% 99.85 100.35 1,000,000 500,000 1,000,000 500,000 999,405 502,202 100.00% 100.00%
05/03/2020 0.50% 100.00 100.50 1,000,000 500,000 1,000,000 500,000 1,000,000 502,500 100.00% 100.00%
04/03/2020 0.50% 100.10 100.60 1,000,000 500,000 1,000,000 500,000 1,000,740 502,868 98.84% 98.84%
03/03/2020 0.50% 100.10 100.60 1,000,000 500,000 1,000,000 500,000 1,001,000 503,000 92.49% 92.49%

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