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 - -
18/10/2019 - - 0.04 0 1,000,000 0 0 0 0 0.00% 99.47%
17/10/2019 120.00% 0.01 0.04 1,000,000 1,000,000 999,996 1,000,000 5,000 20,000 49.06% 97.31%
16/10/2019 120.00% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 5,000 20,000 97.09% 97.09%
15/10/2019 75.94% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 9,151 20,029 95.39% 95.39%
14/10/2019 35.49% 0.02 0.03 1,000,000 1,000,000 1,000,000 1,000,000 24,175 34,175 95.94% 95.94%
11/10/2019 16.98% 0.04 0.05 1,000,000 1,000,000 999,996 999,997 57,136 67,136 95.61% 95.61%
10/10/2019 4.66% 0.14 0.14 1,000,000 1,000,000 1,000,000 999,987 213,069 223,066 98.06% 98.06%
09/10/2019 4.16% 0.24 0.25 990,000 990,000 989,914 989,987 236,344 246,264 96.44% 96.44%
08/10/2019 3.03% 0.33 0.34 1,000,000 1,000,000 999,905 999,084 330,017 339,733 95.59% 95.59%

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