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 4.75% 0.64 0.67 150,000 150,000 150,000 150,000 93,025 97,525 100.00% 100.00%
19/03/2020 3.62% 0.76 0.79 160,000 160,000 160,000 160,000 131,302 136,102 99.91% 99.91%
18/03/2020 3.88% 0.66 0.69 160,000 160,000 160,000 160,000 82,671 85,851 100.00% 100.00%
17/03/2020 9.11% 0.38 0.41 200,000 200,000 200,000 200,000 60,866 66,586 100.00% 100.00%
13/03/2020 35.09% 0.09 0.11 300,000 300,000 264,834 264,834 13,832 19,168 99.88% 99.88%
12/03/2020 56.67% 0.07 0.09 300,000 300,000 292,878 292,878 8,973 14,885 96.49% 100.00%
11/03/2020 119.77% 0.01 0.02 300,000 300,000 300,000 300,000 1,506 6,000 99.27% 99.27%
10/03/2020 - - 0.02 0 300,000 0 0 0 0 0.00% 98.86%
09/03/2020 - - 0.02 0 300,000 0 0 0 0 0.00% 99.54%

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