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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 | - | - |
| 19/11/2019 | 5.73% | 0.18 | 0.19 | 280,000 | 50,000 | 280,045 | 50,000 | 50,522 | 9,557 | 99.81% | 99.81% |
| 18/11/2019 | 6.53% | 0.16 | 0.17 | 320,000 | 50,000 | 324,039 | 50,000 | 51,157 | 8,432 | 100.00% | 100.00% |
| 15/11/2019 | 6.12% | 0.17 | 0.18 | 300,000 | 50,000 | 288,336 | 50,000 | 50,816 | 9,387 | 100.00% | 100.00% |
| 14/11/2019 | 5.97% | 0.18 | 0.19 | 280,000 | 50,000 | 291,141 | 50,000 | 50,751 | 9,269 | 100.00% | 100.00% |
| 13/11/2019 | 6.16% | 0.17 | 0.19 | 300,000 | 50,000 | 287,502 | 50,000 | 50,615 | 9,371 | 100.00% | 100.00% |
| 12/11/2019 | 6.17% | 0.19 | 0.20 | 270,000 | 50,000 | 303,195 | 50,000 | 51,030 | 8,986 | 100.00% | 100.00% |
| 11/11/2019 | 6.76% | 0.16 | 0.17 | 320,000 | 50,000 | 321,648 | 50,000 | 50,949 | 8,518 | 100.00% | 100.00% |
| 08/11/2019 | 6.19% | 0.17 | 0.18 | 300,000 | 50,000 | 297,961 | 50,000 | 50,939 | 9,128 | 100.00% | 100.00% |
| 07/11/2019 | 5.86% | 0.19 | 0.20 | 270,000 | 50,000 | 280,763 | 50,000 | 50,850 | 9,619 | 100.00% | 100.00% |
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