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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 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 81.11% | 81.11% |
| 19/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 97.35% | 97.35% |
| 18/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 96.43% | 96.43% |
| 17/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 88.56% | 88.56% |
| 13/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 100.00% | 100.00% |
| 12/03/2020 | 66.67% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 | 5,000 | 86.01% | 86.01% |
| 11/03/2020 | 79.08% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 250,000 | 6,104 | 4,535 | 100.00% | 100.00% |
| 10/03/2020 | 100.00% | 0.01 | 0.02 | 750,000 | 250,000 | 750,000 | 226,614 | 3,750 | 3,399 | 90.93% | 90.93% |
| 09/03/2020 | 100.00% | 0.01 | 0.02 | 750,000 | 100,000 | 750,000 | 100,000 | 3,750 | 1,500 | 80.89% | 80.89% |
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