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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 | 1.61% | 0.59 | 0.60 | 225,000 | 75,000 | 225,000 | 75,000 | 138,858 | 47,036 | 100.00% | 100.00% |
| 28/08/2020 | 1.71% | 0.59 | 0.60 | 225,000 | 75,000 | 225,000 | 75,000 | 130,725 | 44,325 | 100.00% | 100.00% |
| 27/08/2020 | 1.87% | 0.49 | 0.50 | 225,000 | 75,000 | 225,000 | 75,000 | 119,614 | 40,621 | 99.92% | 99.92% |
| 26/08/2020 | 2.10% | 0.46 | 0.47 | 225,000 | 75,000 | 225,000 | 75,000 | 106,214 | 36,155 | 100.00% | 100.00% |
| 25/08/2020 | 2.12% | 0.44 | 0.45 | 225,000 | 75,000 | 225,000 | 75,000 | 105,204 | 35,818 | 99.98% | 99.98% |
| 24/08/2020 | 2.16% | 0.45 | 0.46 | 225,000 | 75,000 | 225,000 | 75,000 | 103,050 | 35,100 | 99.99% | 99.99% |
| 21/08/2020 | 2.07% | 0.47 | 0.48 | 225,000 | 75,000 | 229,594 | 76,531 | 109,555 | 37,284 | 99.47% | 99.47% |
| 20/08/2020 | 2.59% | 0.36 | 0.37 | 300,000 | 100,000 | 300,000 | 100,000 | 114,428 | 39,143 | 100.00% | 100.00% |
| 19/08/2020 | 2.42% | 0.39 | 0.40 | 300,000 | 100,000 | 300,000 | 100,000 | 122,542 | 41,847 | 100.00% | 100.00% |
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