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 - -
25/02/2020 10.54% 0.05 0.06 500,000 50,000 441,739 50,000 48,490 6,209 90.43% 90.43%
24/02/2020 6.43% 0.13 0.14 390,000 50,000 321,921 50,000 50,602 8,768 99.00% 99.00%
21/02/2020 3.08% 0.34 0.35 150,000 50,000 142,401 50,000 51,629 18,780 97.74% 97.74%
20/02/2020 3.38% 0.35 0.36 150,000 50,000 152,360 50,000 51,962 17,669 100.00% 100.00%
19/02/2020 4.42% 0.32 0.33 160,000 50,000 192,540 50,000 51,232 14,036 100.00% 100.00%
18/02/2020 5.41% 0.18 0.19 280,000 50,000 271,438 50,000 50,679 9,892 100.00% 100.00%
17/02/2020 4.47% 0.24 0.25 210,000 50,000 223,291 50,000 50,457 11,852 100.00% 100.00%
14/02/2020 5.05% 0.22 0.23 230,000 50,000 226,066 50,000 50,458 11,789 100.00% 100.00%
13/02/2020 4.23% 0.24 0.25 210,000 50,000 213,206 50,000 50,479 12,368 100.00% 100.00%

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