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 97.96% 97.96%
19/03/2020 59.24% 0.01 0.02 750,000 250,000 750,000 250,000 9,589 5,696 88.97% 97.16%
18/03/2020 53.61% 0.01 0.02 750,000 250,000 750,000 250,000 11,218 6,239 97.62% 97.62%
17/03/2020 22.03% 0.08 0.09 600,000 200,000 734,688 244,896 31,571 12,973 95.51% 95.51%
13/03/2020 11.38% 0.07 0.08 450,000 150,000 408,220 136,073 34,266 12,783 99.24% 99.24%
12/03/2020 9.52% 0.06 0.07 450,000 150,000 353,185 117,728 35,520 13,017 89.47% 89.47%
11/03/2020 6.10% 0.15 0.16 300,000 100,000 317,522 105,841 50,561 17,912 89.82% 89.82%
10/03/2020 4.89% 0.17 0.18 300,000 100,000 170,064 56,688 32,856 11,519 90.34% 90.34%
09/03/2020 3.16% 0.29 0.30 225,000 75,000 106,603 35,534 32,712 11,259 82.88% 82.88%

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