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 - -
07/02/2020 7.05% 0.10 0.11 500,000 50,000 370,084 30,400 50,611 4,446 95.08% 95.08%
06/02/2020 9.10% 0.12 0.13 420,000 50,000 462,160 31,500 48,731 3,716 81.24% 96.56%
05/02/2020 8.58% 0.14 0.15 360,000 50,000 435,345 37,165 48,895 4,950 30.91% 96.26%
04/02/2020 5.40% 0.16 0.17 320,000 50,000 281,628 30,268 50,693 5,713 95.48% 95.48%
03/02/2020 3.29% 0.22 0.23 230,000 50,000 173,497 29,644 52,023 8,984 92.56% 92.56%
31/01/2020 2.98% 0.37 0.38 140,000 50,000 155,737 30,520 51,536 10,532 96.29% 96.29%
30/01/2020 2.60% 0.37 0.38 140,000 50,000 136,400 30,625 51,764 11,816 90.05% 90.05%
29/01/2020 3.15% 0.35 0.36 150,000 50,000 165,570 30,651 51,708 10,085 93.34% 93.34%
28/01/2020 2.98% 0.30 0.31 170,000 50,000 156,391 30,813 51,770 10,428 90.75% 90.75%

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