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 - -
20/03/2020 - 0.47 - 300,000 0 0 0 0 0 0.00% 96.24%
19/03/2020 4.11% 0.50 0.52 300,000 100,000 300,000 100,000 144,053 50,018 96.83% 96.83%
18/03/2020 4.22% 0.52 0.54 300,000 100,000 300,000 100,000 139,470 48,490 94.57% 94.57%
17/03/2020 4.40% 0.36 0.38 300,000 100,000 300,000 100,000 133,790 46,597 86.84% 86.84%
13/03/2020 2.92% 0.49 0.51 225,000 75,000 225,000 75,000 106,177 36,428 99.25% 99.25%
12/03/2020 2.23% 0.52 0.53 225,000 75,000 225,000 75,000 100,537 34,263 89.72% 89.72%
11/03/2020 4.22% 0.26 0.27 300,000 100,000 344,625 114,875 79,607 27,684 91.09% 91.09%
10/03/2020 9.66% 0.27 0.29 300,000 100,000 219,608 73,203 45,316 16,569 95.14% 95.14%
09/03/2020 3.70% 0.21 0.22 450,000 150,000 195,882 65,294 50,285 17,415 85.08% 85.08%

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