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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 | - | - |
| 17/06/2021 | 0.37% | 2.81 | 2.82 | 50,000 | 50,000 | 54,683 | 51,975 | 149,448 | 142,536 | 84.84% | 84.84% |
| 16/06/2021 | 0.36% | 2.78 | 2.79 | 75,000 | 75,000 | 75,000 | 75,000 | 205,185 | 205,935 | 99.98% | 99.98% |
| 15/06/2021 | 0.38% | 2.68 | 2.69 | 75,000 | 75,000 | 75,000 | 75,000 | 199,543 | 200,293 | 99.94% | 99.94% |
| 14/06/2021 | 0.40% | 2.54 | 2.55 | 75,000 | 75,000 | 75,000 | 75,000 | 188,915 | 189,665 | 99.96% | 99.96% |
| 11/06/2021 | 0.40% | 2.49 | 2.50 | 75,000 | 75,000 | 75,000 | 75,000 | 188,144 | 188,894 | 99.10% | 99.10% |
| 10/06/2021 | 0.42% | 2.44 | 2.45 | 75,000 | 75,000 | 75,000 | 75,000 | 180,273 | 181,023 | 99.93% | 99.93% |
| 09/06/2021 | 0.45% | 2.36 | 2.37 | 75,000 | 75,000 | 75,000 | 75,000 | 167,294 | 168,044 | 99.95% | 99.95% |
| 08/06/2021 | 0.46% | 2.13 | 2.14 | 75,000 | 75,000 | 75,000 | 75,000 | 163,070 | 163,820 | 99.42% | 99.42% |
| 07/06/2021 | 0.51% | 2.03 | 2.04 | 75,000 | 75,000 | 81,889 | 76,303 | 160,255 | 150,055 | 97.69% | 97.69% |
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