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 - -
18/12/2020 9.58% 0.11 0.12 225,000 75,000 224,984 75,000 22,931 8,394 99.75% 99.75%
17/12/2020 19.09% 0.07 0.08 300,000 100,000 355,427 118,476 17,980 7,178 99.98% 99.98%
16/12/2020 16.70% 0.04 0.05 450,000 150,000 415,479 138,493 23,188 9,114 99.98% 99.98%
15/12/2020 12.29% 0.09 0.10 300,000 100,000 351,408 117,136 26,634 10,049 99.80% 99.80%
14/12/2020 11.78% 0.07 0.08 450,000 150,000 450,000 150,000 35,968 13,489 99.80% 99.80%
11/12/2020 9.65% 0.10 0.11 450,000 150,000 438,448 146,149 43,484 15,956 100.00% 100.00%
10/12/2020 8.96% 0.11 0.12 450,000 150,000 448,071 149,357 47,930 17,470 100.00% 100.00%
09/12/2020 7.90% 0.11 0.12 450,000 150,000 450,000 150,000 54,864 19,788 100.00% 100.00%
08/12/2020 8.99% 0.12 0.13 450,000 150,000 439,610 146,537 46,982 17,126 100.00% 100.00%

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