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 - -
15/10/2020 1.50% 0.67 0.68 75,000 75,000 88,561 88,587 58,290 59,191 94.30% 94.30%
14/10/2020 5.34% 0.26 0.27 200,000 200,000 285,330 285,330 52,011 54,865 100.00% 100.00%
13/10/2020 6.13% 0.22 0.23 275,000 275,000 333,249 332,409 52,871 56,062 99.79% 100.00%
12/10/2020 5.19% 0.17 0.18 300,000 300,000 276,866 276,948 51,992 54,776 100.00% 100.00%
09/10/2020 3.70% 0.24 0.25 200,000 200,000 198,165 198,165 52,644 54,626 100.00% 100.00%
08/10/2020 2.81% 0.31 0.32 175,000 175,000 150,940 150,800 53,042 54,502 100.00% 100.00%
07/10/2020 2.19% 0.50 0.51 100,000 100,000 122,718 122,931 55,386 56,718 100.00% 100.00%
06/10/2020 2.40% 0.43 0.44 125,000 125,000 133,365 133,380 55,061 56,401 100.00% 100.00%
05/10/2020 2.64% 0.36 0.37 150,000 146,000 148,162 148,160 55,421 56,902 100.00% 100.00%

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