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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 | - | - |
| 20/03/2020 | 4.67% | 1.50 | 1.57 | 100,000 | 100,000 | 100,000 | 100,000 | 146,403 | 153,403 | 99.31% | 99.31% |
| 19/03/2020 | 4.90% | 1.15 | 1.22 | 110,000 | 110,000 | 110,000 | 110,000 | 129,648 | 136,114 | 98.17% | 98.17% |
| 18/03/2020 | 1.00% | 1.33 | 1.34 | 110,000 | 110,000 | 110,000 | 110,000 | 155,155 | 156,688 | 97.51% | 97.51% |
| 17/03/2020 | 2.34% | 1.77 | 1.80 | 110,000 | 110,000 | 110,000 | 110,000 | 142,712 | 146,012 | 96.97% | 96.97% |
| 13/03/2020 | 1.42% | 1.65 | 1.68 | 110,000 | 110,000 | 97,332 | 97,332 | 204,208 | 207,126 | 92.04% | 92.04% |
| 12/03/2020 | 1.29% | 2.02 | 2.05 | 110,000 | 110,000 | 105,852 | 105,852 | 255,147 | 258,390 | 97.01% | 97.01% |
| 11/03/2020 | 0.35% | 2.74 | 2.75 | 110,000 | 110,000 | 110,000 | 110,000 | 312,428 | 313,528 | 99.75% | 99.75% |
| 10/03/2020 | 0.35% | 2.78 | 2.79 | 110,000 | 110,000 | 110,000 | 110,000 | 310,263 | 311,363 | 99.26% | 99.26% |
| 09/03/2020 | 0.53% | 2.86 | 2.87 | 110,000 | 110,000 | 99,056 | 99,056 | 290,947 | 292,320 | 99.11% | 99.11% |
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