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 1.34% 0.75 0.76 210,000 210,000 210,000 210,000 155,885 157,985 99.83% 99.83%
18/06/2020 1.36% 0.72 0.73 1,000,000 1,000,000 405,861 405,861 294,992 299,051 98.52% 98.52%
17/06/2020 1.43% 0.73 0.74 1,000,000 1,000,000 408,124 408,124 287,369 291,450 96.95% 96.95%
16/06/2020 1.54% 0.66 0.67 1,000,000 1,000,000 405,318 405,318 264,451 268,504 97.24% 97.24%
15/06/2020 1.67% 0.60 0.61 1,000,000 1,000,000 409,078 409,078 245,429 249,520 96.87% 96.87%
12/06/2020 1.54% 0.62 0.63 1,000,000 1,000,000 405,988 405,988 260,801 264,861 98.15% 98.15%
11/06/2020 1.51% 0.69 0.70 1,000,000 1,000,000 403,267 403,267 271,375 275,408 97.44% 97.44%
10/06/2020 1.47% 0.67 0.68 1,000,000 1,000,000 405,651 405,651 272,842 276,899 98.15% 98.15%
09/06/2020 1.63% 0.65 0.66 1,000,000 1,000,000 405,129 405,129 252,148 256,199 97.38% 97.38%

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