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 120.00% 0.01 0.02 200,000 200,000 200,000 200,000 1,000 4,000 5.58% 99.83%
18/06/2020 120.00% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 5,000 20,000 15.42% 98.53%
17/06/2020 120.00% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 5,000 20,000 20.59% 96.86%
16/06/2020 - - 0.02 0 1,000,000 0 0 0 0 0.00% 97.30%
15/06/2020 120.00% 0.01 0.02 1,000,000 1,000,000 340,184 340,184 1,701 6,804 87.92% 96.68%
12/06/2020 61.49% 0.01 0.02 1,000,000 1,000,000 396,538 396,538 4,137 8,874 97.90% 97.90%
11/06/2020 61.31% 0.02 0.03 1,000,000 1,000,000 393,198 393,198 5,985 9,917 97.10% 97.10%
10/06/2020 50.86% 0.02 0.03 1,000,000 1,000,000 398,375 398,375 5,720 9,704 98.33% 98.33%
09/06/2020 108.99% 0.01 0.02 1,000,000 1,000,000 397,263 397,263 3,019 7,945 97.35% 97.35%

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