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 - -
17/09/2021 7.45% 0.05 0.06 850,000 425,000 627,297 409,040 50,570 38,323 98.39% 98.39%
16/09/2021 8.11% 0.11 0.12 475,000 475,000 438,841 438,850 51,980 56,370 98.41% 98.41%
15/09/2021 8.37% 0.10 0.11 425,000 425,000 449,478 449,478 51,484 55,979 100.00% 100.00%
14/09/2021 7.64% 0.16 0.17 325,000 325,000 412,309 412,324 51,976 56,102 100.00% 100.00%
13/09/2021 6.96% 0.11 0.12 425,000 425,000 373,765 373,748 51,919 55,654 100.00% 100.00%
10/09/2021 4.64% 0.16 0.17 350,000 350,000 283,318 283,318 59,959 62,793 100.00% 100.00%
09/09/2021 3.17% 0.23 0.24 250,000 250,000 253,138 253,138 79,247 81,778 100.00% 100.00%
08/09/2021 2.49% 0.42 0.43 250,000 250,000 236,549 236,549 93,972 96,338 100.00% 100.00%
07/09/2021 1.91% 0.48 0.49 225,000 225,000 225,000 225,000 116,942 119,192 100.00% 100.00%

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