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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 | - | - |
| 31/08/2020 | 1.58% | 0.74 | 0.76 | 75,000 | 75,000 | 75,000 | 75,000 | 62,266 | 63,240 | 98.81% | 99.99% |
| 28/08/2020 | 1.16% | 0.85 | 0.86 | 75,000 | 75,000 | 75,000 | 75,000 | 64,495 | 65,245 | 100.00% | 100.00% |
| 27/08/2020 | 1.25% | 0.82 | 0.83 | 75,000 | 75,000 | 75,000 | 75,000 | 59,623 | 60,373 | 100.00% | 100.00% |
| 26/08/2020 | 1.18% | 0.84 | 0.85 | 75,000 | 75,000 | 75,000 | 75,000 | 63,315 | 64,065 | 100.00% | 100.00% |
| 25/08/2020 | 1.12% | 0.80 | 0.81 | 75,000 | 75,000 | 75,000 | 75,000 | 66,799 | 67,549 | 100.00% | 100.00% |
| 24/08/2020 | 1.22% | 0.85 | 0.86 | 75,000 | 75,000 | 75,000 | 75,000 | 61,287 | 62,037 | 100.00% | 100.00% |
| 21/08/2020 | 1.28% | 0.75 | 0.76 | 75,000 | 75,000 | 74,895 | 74,896 | 58,443 | 59,193 | 99.99% | 99.99% |
| 20/08/2020 | 1.45% | 0.70 | 0.71 | 75,000 | 75,000 | 81,772 | 81,794 | 55,817 | 56,649 | 100.00% | 100.00% |
| 19/08/2020 | 2.04% | 0.55 | 0.56 | 100,000 | 100,000 | 116,682 | 116,682 | 56,554 | 57,721 | 100.00% | 100.00% |
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