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 9.42% 0.12 0.14 420,000 50,000 384,095 50,000 50,640 7,318 100.00% 100.00%
21/01/2020 6.63% 0.17 0.18 300,000 50,000 292,423 50,000 50,806 9,321 100.00% 100.00%
20/01/2020 5.86% 0.20 0.22 250,000 50,000 241,105 50,000 50,326 11,075 100.00% 100.00%
17/01/2020 5.10% 0.23 0.24 220,000 50,000 221,311 50,000 50,592 12,072 100.00% 100.00%
16/01/2020 6.83% 0.20 0.21 250,000 50,000 268,365 50,000 50,943 10,173 100.00% 100.00%
15/01/2020 6.52% 0.21 0.22 240,000 50,000 233,251 50,000 50,413 11,569 100.00% 100.00%
14/01/2020 4.87% 0.26 0.28 200,000 50,000 187,069 50,000 51,226 14,386 100.00% 100.00%
13/01/2020 4.93% 0.27 0.29 190,000 50,000 196,685 50,000 51,522 13,768 100.00% 100.00%
10/01/2020 4.23% 0.29 0.30 180,000 50,000 187,594 50,000 51,237 14,265 100.00% 100.00%

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