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 - -
30/01/2020 3.24% 0.87 0.90 10,000 10,000 10,000 10,000 9,127 9,427 100.00% 100.00%
29/01/2020 3.10% 0.95 0.98 10,000 10,000 9,996 10,000 9,532 9,835 99.56% 99.56%
28/01/2020 2.36% 1.27 1.30 10,000 10,000 9,971 9,985 12,531 12,846 99.88% 99.88%
27/01/2020 1.91% 1.47 1.50 10,000 10,000 10,000 9,996 15,556 15,849 100.00% 100.00%
24/01/2020 1.61% 1.75 1.78 10,000 10,000 10,000 10,000 18,527 18,827 98.40% 98.40%
23/01/2020 1.63% 1.90 1.93 10,000 10,000 10,000 9,991 18,237 18,523 99.28% 99.28%
22/01/2020 1.86% 1.61 1.64 10,000 10,000 10,000 10,000 16,004 16,304 99.89% 99.89%
21/01/2020 1.86% 1.60 1.63 10,000 10,000 10,000 10,000 16,014 16,314 100.00% 100.00%
20/01/2020 1.84% 1.58 1.61 10,000 10,000 10,000 9,989 16,169 16,452 100.00% 100.00%

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