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 - -
17/01/2020 - - 0.02 0 1,000,000 0 0 0 0 0.00% 88.23%
16/01/2020 - 0.01 0.02 1,000,000 1,000,000 0 0 0 0 0.00% 91.59%
15/01/2020 120.00% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 5,000 20,000 99.29% 99.29%
14/01/2020 109.84% 0.01 0.02 1,000,000 1,000,000 1,000,000 1,000,000 6,004 20,075 98.97% 98.97%
13/01/2020 66.24% 0.01 0.02 1,000,000 1,000,000 999,986 1,000,000 10,127 20,127 96.63% 96.63%
10/01/2020 60.53% 0.01 0.02 1,000,000 1,000,000 999,977 1,000,000 11,843 21,844 97.70% 97.70%
09/01/2020 35.48% 0.03 0.04 1,000,000 1,000,000 1,000,000 999,998 23,421 33,421 90.45% 90.45%
08/01/2020 10.66% 0.06 0.07 1,000,000 1,000,000 999,987 999,971 96,967 106,965 94.67% 94.67%
07/01/2020 10.67% 0.10 0.11 1,000,000 1,000,000 999,969 999,915 89,826 99,821 96.33% 96.33%

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