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 - -
22/01/2020 8.05% 0.10 0.11 500,000 100,000 423,270 100,000 50,482 13,080 100.00% 100.00%
21/01/2020 6.89% 0.14 0.15 360,000 100,000 355,519 100,000 50,718 15,320 100.00% 100.00%
20/01/2020 5.47% 0.18 0.19 280,000 100,000 278,480 100,000 50,552 19,178 100.00% 100.00%
17/01/2020 6.01% 0.16 0.17 320,000 100,000 300,996 100,000 50,967 18,002 100.00% 100.00%
16/01/2020 5.94% 0.17 0.18 300,000 100,000 312,773 100,000 51,043 17,384 100.00% 100.00%
15/01/2020 5.54% 0.17 0.19 300,000 100,000 266,017 100,000 50,448 20,113 100.00% 100.00%
14/01/2020 5.54% 0.20 0.21 250,000 100,000 258,305 100,000 50,333 20,629 64.82% 64.82%
13/01/2020 7.10% 0.17 0.18 300,000 100,000 306,736 100,000 50,976 17,905 100.00% 100.00%
10/01/2020 4.70% 0.19 0.20 270,000 100,000 243,162 100,000 50,540 21,858 100.00% 100.00%

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