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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 | - | - |
| 22/11/2019 | 3.27% | 1.83 | 1.89 | 5,000 | 5,000 | 4,999 | 4,991 | 9,214 | 9,498 | 99.99% | 100.00% |
| 21/11/2019 | 1.94% | 2.64 | 2.70 | 5,000 | 5,000 | 5,000 | 4,996 | 15,387 | 15,675 | 99.98% | 99.98% |
| 20/11/2019 | 1.68% | 3.64 | 3.70 | 5,000 | 5,000 | 5,000 | 5,000 | 17,745 | 18,045 | 100.00% | 100.00% |
| 19/11/2019 | 1.67% | 3.64 | 3.70 | 5,000 | 5,000 | 5,000 | 4,999 | 17,835 | 18,132 | 100.00% | 100.00% |
| 18/11/2019 | 1.41% | 4.17 | 4.23 | 5,000 | 5,000 | 5,000 | 5,000 | 21,197 | 21,497 | 100.00% | 100.00% |
| 15/11/2019 | 1.31% | 4.25 | 4.31 | 5,000 | 5,000 | 5,000 | 4,998 | 22,779 | 23,070 | 99.68% | 99.69% |
| 14/11/2019 | 1.30% | 4.59 | 4.65 | 5,000 | 5,000 | 5,000 | 5,000 | 22,880 | 23,180 | 100.00% | 100.00% |
| 13/11/2019 | 1.23% | 4.85 | 4.91 | 5,000 | 5,000 | 5,000 | 4,998 | 24,284 | 24,574 | 100.00% | 100.00% |
| 12/11/2019 | 1.24% | 4.75 | 4.81 | 5,000 | 5,000 | 4,999 | 4,995 | 24,093 | 24,372 | 100.00% | 100.00% |
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