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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 | - | - |
| 30/10/2020 | 1.01% | 53.79 | 54.34 | 250,000 | 250,000 | 250,000 | 250,000 | 135,242 | 136,617 | 100.00% | 100.00% |
| 29/10/2020 | 1.01% | 54.45 | 55.00 | 250,000 | 250,000 | 250,000 | 250,000 | 135,289 | 136,665 | 100.00% | 100.00% |
| 28/10/2020 | 1.01% | 54.38 | 54.93 | 250,000 | 250,000 | 250,000 | 250,000 | 136,806 | 138,195 | 100.00% | 100.00% |
| 27/10/2020 | 1.00% | 56.61 | 57.18 | 250,000 | 250,000 | 250,000 | 250,000 | 143,359 | 144,807 | 100.00% | 100.00% |
| 26/10/2020 | 1.01% | 58.15 | 58.74 | 250,000 | 250,000 | 250,000 | 250,000 | 146,024 | 147,499 | 100.00% | 100.00% |
| 23/10/2020 | 1.01% | 59.24 | 59.84 | 250,000 | 250,000 | 250,000 | 250,000 | 148,041 | 149,541 | 100.00% | 100.00% |
| 22/10/2020 | 1.01% | 59.03 | 59.63 | 250,000 | 250,000 | 250,000 | 250,000 | 147,305 | 148,797 | 100.00% | 100.00% |
| 21/10/2020 | 1.01% | 58.78 | 59.38 | 250,000 | 250,000 | 250,000 | 250,000 | 147,084 | 148,579 | 100.00% | 100.00% |
| 20/10/2020 | 1.01% | 58.95 | 59.55 | 250,000 | 250,000 | 250,000 | 250,000 | 145,800 | 147,279 | 100.00% | 100.00% |
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