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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 | - | - |
| 01/07/2020 | 1.02% | 96.80 | 97.80 | 500,000 | 100,000 | 500,000 | 100,000 | 486,554 | 98,311 | 100.00% | 100.00% |
| 30/06/2020 | 1.03% | 97.20 | 98.20 | 500,000 | 100,000 | 500,000 | 100,000 | 483,736 | 97,747 | 99.93% | 99.97% |
| 29/06/2020 | 1.04% | 96.30 | 97.30 | 500,000 | 100,000 | 500,000 | 100,000 | 478,970 | 96,794 | 99.98% | 99.98% |
| 26/06/2020 | 1.04% | 95.10 | 96.10 | 500,000 | 100,000 | 500,000 | 100,000 | 479,116 | 96,823 | 98.50% | 98.50% |
| 25/06/2020 | 1.05% | 95.00 | 96.00 | 500,000 | 100,000 | 500,000 | 100,000 | 472,433 | 95,487 | 97.37% | 97.37% |
| 24/06/2020 | 1.04% | 94.90 | 95.90 | 500,000 | 100,000 | 500,000 | 100,000 | 478,752 | 96,750 | 99.53% | 99.53% |
| 23/06/2020 | 1.03% | 96.00 | 97.00 | 500,000 | 100,000 | 500,000 | 100,000 | 482,544 | 97,509 | 99.99% | 99.99% |
| 22/06/2020 | 1.05% | 94.50 | 95.50 | 500,000 | 100,000 | 500,000 | 100,000 | 474,272 | 95,854 | 97.13% | 97.13% |
| 19/06/2020 | 1.04% | 95.30 | 96.30 | 500,000 | 100,000 | 500,000 | 100,000 | 477,494 | 96,499 | 100.00% | 100.00% |
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