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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 | - | - |
| 06/08/2021 | 0.16% | 8.83 | 8.84 | 100,000 | 100,000 | 100,000 | 100,000 | 879,709 | 881,132 | 100.00% | 100.00% |
| 05/08/2021 | 0.12% | 8.74 | 8.75 | 100,000 | 100,000 | 100,000 | 100,000 | 867,172 | 868,241 | 100.00% | 100.00% |
| 04/08/2021 | 0.13% | 8.65 | 8.72 | 100,000 | 100,000 | 100,000 | 100,000 | 870,973 | 872,114 | 33.75% | 100.00% |
| 03/08/2021 | 0.12% | 8.44 | 8.46 | 100,000 | 100,000 | 100,000 | 100,000 | 854,784 | 855,843 | 83.88% | 83.88% |
| 02/08/2021 | 0.14% | 8.67 | 8.68 | 100,000 | 100,000 | 100,000 | 100,000 | 871,457 | 872,638 | 96.16% | 96.16% |
| 30/07/2021 | 0.13% | 8.59 | 8.60 | 100,000 | 100,000 | 100,000 | 100,000 | 851,303 | 852,393 | 100.00% | 100.00% |
| 29/07/2021 | 0.12% | 8.77 | 8.79 | 100,000 | 100,000 | 100,000 | 100,000 | 868,200 | 869,246 | 100.00% | 100.00% |
| 28/07/2021 | 0.13% | 8.68 | 8.69 | 100,000 | 100,000 | 100,000 | 100,000 | 869,967 | 871,118 | 100.00% | 100.00% |
| 27/07/2021 | 0.14% | 8.63 | 8.64 | 100,000 | 100,000 | 100,000 | 100,000 | 873,205 | 874,404 | 100.00% | 100.00% |
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