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 5.55% 0.16 0.17 320,000 100,000 278,524 100,000 50,839 19,405 100.00% 100.00%
21/01/2020 5.01% 0.20 0.21 250,000 100,000 245,825 100,000 50,359 21,570 100.00% 100.00%
20/01/2020 4.06% 0.24 0.25 210,000 100,000 206,588 100,000 50,264 25,349 100.00% 100.00%
17/01/2020 5.33% 0.23 0.24 220,000 100,000 217,050 100,000 50,526 24,569 100.00% 100.00%
16/01/2020 5.15% 0.24 0.25 210,000 100,000 224,971 100,000 50,508 23,692 100.00% 100.00%
15/01/2020 4.50% 0.24 0.25 210,000 100,000 202,985 100,000 51,059 26,345 100.00% 100.00%
14/01/2020 4.07% 0.26 0.27 200,000 100,000 200,825 100,000 51,608 26,772 64.82% 64.82%
13/01/2020 5.00% 0.23 0.24 220,000 100,000 220,426 100,000 50,507 24,131 100.00% 100.00%
10/01/2020 3.86% 0.25 0.26 200,000 100,000 188,840 100,000 51,026 28,135 100.00% 100.00%

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