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 - -
19/06/2020 - 0.48 0.43 225,000 75,000 0 0 0 0 0.00% 100.00%
18/06/2020 4.35% 0.44 0.46 225,000 75,000 225,000 75,000 101,204 35,235 94.17% 95.02%
17/06/2020 5.15% 0.44 0.46 225,000 75,000 225,000 75,000 85,668 30,056 99.38% 99.38%
16/06/2020 3.29% 0.32 0.33 225,000 75,000 225,000 75,000 67,584 23,278 98.16% 98.16%
15/06/2020 4.42% 0.23 0.24 300,000 100,000 298,380 99,460 66,942 23,309 99.95% 99.95%
12/06/2020 3.10% 0.26 0.27 300,000 100,000 240,674 80,225 76,260 26,222 99.91% 99.91%
11/06/2020 2.97% 0.39 0.40 225,000 75,000 225,000 75,000 75,645 25,965 98.51% 98.51%
10/06/2020 2.70% 0.35 0.36 225,000 75,000 225,000 75,000 82,427 28,226 99.56% 99.56%
09/06/2020 3.94% 0.33 0.34 225,000 75,000 289,647 96,549 72,276 25,058 99.99% 99.99%

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