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 66.67% 0.01 0.02 750,000 250,000 750,000 250,000 7,500 5,000 97.96% 97.96%
19/03/2020 66.67% 0.01 0.02 750,000 250,000 750,000 250,000 7,500 5,000 97.17% 97.17%
18/03/2020 66.67% 0.01 0.02 750,000 250,000 750,000 250,000 7,500 5,000 97.67% 97.67%
17/03/2020 64.74% 0.02 0.03 750,000 250,000 750,000 250,000 8,042 5,181 97.08% 97.08%
13/03/2020 43.87% 0.01 0.02 750,000 250,000 750,000 250,000 14,631 7,377 99.67% 99.67%
12/03/2020 36.10% 0.02 0.03 750,000 250,000 750,000 250,000 17,904 8,468 89.78% 89.78%
11/03/2020 33.39% 0.03 0.04 1,000,000 400,000 1,000,000 449,470 25,788 15,892 91.11% 91.11%
10/03/2020 24.25% 0.04 0.05 1,000,000 400,000 592,951 216,867 21,456 9,842 95.15% 95.15%
09/03/2020 12.54% 0.06 0.07 750,000 250,000 332,407 110,802 24,376 9,233 85.59% 85.59%

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