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 - -
22/01/2020 3.31% 0.26 0.27 200,000 100,000 173,437 100,000 51,563 30,852 99.99% 99.99%
21/01/2020 2.51% 0.38 0.39 140,000 100,000 133,198 100,000 52,363 40,469 100.00% 100.00%
20/01/2020 2.14% 0.46 0.47 110,000 100,000 111,680 100,000 51,641 47,259 100.00% 100.00%
17/01/2020 2.17% 0.47 0.48 110,000 100,000 114,402 100,000 52,176 46,652 100.00% 100.00%
16/01/2020 1.92% 0.53 0.54 100,000 100,000 100,285 100,000 51,683 52,543 100.00% 100.00%
15/01/2020 1.84% 0.53 0.54 100,000 100,000 100,000 100,000 53,795 54,795 100.00% 100.00%
14/01/2020 1.68% 0.57 0.58 100,000 100,000 100,000 100,000 58,987 59,987 100.00% 100.00%
13/01/2020 1.71% 0.60 0.61 100,000 100,000 100,000 100,000 57,853 58,853 100.00% 100.00%
10/01/2020 1.69% 0.58 0.59 100,000 100,000 100,000 100,000 58,823 59,823 100.00% 100.00%

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