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
31/08/2020 0.95% 99.25 100.20 100,000 100,000 100,000 100,000 99,250 100,200 76.68% 76.68%
28/08/2020 1.00% 99.30 100.30 100,000 100,000 100,000 100,000 99,300 100,300 99.08% 99.08%
27/08/2020 1.00% 99.30 100.30 100,000 100,000 100,000 100,000 99,300 100,300 98.21% 98.21%
26/08/2020 1.00% 99.30 100.30 100,000 100,000 100,000 100,000 99,300 100,300 100.00% 100.00%
25/08/2020 0.95% 99.35 100.30 100,000 100,000 100,000 100,000 99,350 100,300 96.10% 96.10%
24/08/2020 1.05% 99.35 100.40 100,000 100,000 100,000 100,000 99,350 100,400 77.81% 77.81%
21/08/2020 0.99% 99.40 100.40 100,000 100,000 100,000 100,000 99,410 100,400 74.03% 74.03%
20/08/2020 0.95% 99.45 100.40 100,000 100,000 100,000 100,000 99,450 100,400 100.00% 100.00%
19/08/2020 1.05% 99.45 100.50 100,000 100,000 100,000 100,000 99,450 100,500 100.00% 100.00%
18/08/2020 1.00% 99.50 100.50 100,000 100,000 100,000 100,000 99,500 100,500 98.65% 98.65%

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