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 - -
31/08/2020 3.03% 0.31 0.32 300,000 100,000 300,000 100,000 97,826 33,609 100.00% 100.00%
28/08/2020 3.32% 0.31 0.32 300,000 100,000 299,984 100,000 89,267 30,757 99.99% 99.99%
27/08/2020 3.82% 0.22 0.23 300,000 100,000 246,195 99,984 62,845 26,947 99.48% 99.92%
26/08/2020 4.50% 0.21 0.22 100,000 100,000 99,973 100,000 21,741 22,747 100.00% 100.00%
25/08/2020 4.59% 0.20 0.21 100,000 100,000 100,441 100,217 21,471 22,427 99.86% 99.98%
24/08/2020 4.69% 0.20 0.21 100,000 100,000 104,220 104,220 21,674 22,716 100.00% 100.00%
21/08/2020 4.30% 0.22 0.23 100,000 100,000 101,278 101,278 23,094 24,107 99.47% 99.47%
20/08/2020 5.90% 0.15 0.16 150,000 150,000 150,000 150,000 24,793 26,293 100.00% 100.00%
19/08/2020 5.31% 0.17 0.18 150,000 150,000 150,000 150,000 27,541 29,041 100.00% 100.00%

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