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 - -
16/08/2019 - - 0.03 0 1,000,000 0 0 0 0 0.00% 94.02%
15/08/2019 120.00% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 5,000 20,000 2.78% 82.79%
14/08/2019 71.80% 0.01 0.02 1,000,000 1,000,000 999,988 1,000,000 13,312 24,708 93.19% 93.19%
13/08/2019 42.08% 0.08 0.09 1,000,000 1,000,000 1,000,000 1,000,000 26,991 36,991 89.07% 89.07%
12/08/2019 15.40% 0.05 0.06 1,000,000 1,000,000 1,000,000 1,000,000 63,380 73,380 97.35% 97.35%
09/08/2019 10.00% 0.08 0.09 1,000,000 1,000,000 1,000,000 1,000,000 99,677 109,677 92.18% 92.18%
08/08/2019 7.16% 0.15 0.16 1,000,000 1,000,000 1,000,000 1,000,000 135,530 145,530 96.90% 96.90%
07/08/2019 8.30% 0.13 0.14 1,000,000 1,000,000 1,000,000 1,000,000 119,001 129,001 95.22% 95.22%
06/08/2019 6.20% 0.10 0.11 1,000,000 1,000,000 1,000,000 1,000,000 158,942 168,942 97.26% 97.26%

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