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 - 0.01 0.01 500,000 50,000 0 0 0 0 0.00% 99.65%
18/06/2020 66.62% 0.01 0.01 500,000 50,000 500,000 50,000 5,009 1,001 55.31% 97.22%
17/06/2020 44.29% 0.02 0.03 500,000 50,000 499,965 50,000 9,534 1,453 93.22% 93.22%
16/06/2020 53.08% 0.01 0.02 500,000 50,000 500,000 50,000 7,548 1,255 93.07% 93.07%
15/06/2020 - - 0.01 0 50,000 0 0 0 0 0.00% 73.92%
12/06/2020 66.67% 0.01 0.01 500,000 50,000 500,000 50,000 5,000 1,000 36.70% 96.10%
11/06/2020 66.67% 0.01 0.01 500,000 50,000 500,000 50,000 5,000 1,000 91.91% 98.88%
10/06/2020 23.20% 0.03 0.04 500,000 50,000 500,000 50,000 19,935 2,494 99.70% 99.70%
09/06/2020 19.34% 0.05 0.06 500,000 50,000 500,000 50,000 23,966 2,897 99.94% 99.94%

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