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 - -
31/08/2020 0.32% 6.23 6.25 100,000 100,000 100,000 100,000 621,228 623,228 95.59% 95.59%
28/08/2020 0.33% 6.23 6.25 100,000 100,000 126,059 126,059 772,777 775,299 99.21% 99.21%
27/08/2020 0.33% 5.83 5.85 200,000 200,000 200,000 200,000 1,205,150 1,209,150 95.51% 95.51%
26/08/2020 0.34% 6.03 6.05 200,000 200,000 200,000 200,000 1,171,950 1,175,950 99.76% 99.76%
25/08/2020 0.34% 5.85 5.87 200,000 200,000 200,000 200,000 1,180,480 1,184,480 99.21% 99.21%
24/08/2020 0.33% 5.96 5.98 200,000 200,000 200,000 200,000 1,217,950 1,221,950 99.06% 99.06%
21/08/2020 0.33% 6.05 6.07 200,000 200,000 200,000 200,000 1,195,650 1,199,650 99.39% 99.39%
20/08/2020 0.33% 6.05 6.07 200,000 200,000 200,000 200,000 1,199,810 1,203,810 98.66% 98.66%
19/08/2020 0.31% 6.24 6.26 200,000 200,000 200,000 200,000 1,286,210 1,290,210 99.52% 99.52%

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