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 - -
22/01/2020 3.98% 0.27 0.28 190,000 50,000 184,504 50,000 51,256 14,470 100.00% 100.00%
21/01/2020 3.89% 0.27 0.28 190,000 50,000 190,201 50,000 51,250 14,023 100.00% 100.00%
20/01/2020 4.02% 0.27 0.28 190,000 50,000 197,543 50,000 51,056 13,471 87.24% 87.24%
17/01/2020 5.39% 0.23 0.24 220,000 50,000 249,436 50,000 50,399 10,713 99.97% 99.97%
16/01/2020 5.72% 0.17 0.18 300,000 50,000 273,021 50,000 50,857 9,885 100.00% 100.00%
15/01/2020 6.51% 0.17 0.18 300,000 50,000 310,846 50,000 51,065 8,782 100.00% 100.00%
14/01/2020 7.94% 0.13 0.14 390,000 50,000 379,478 50,000 50,600 7,256 100.00% 100.00%
13/01/2020 6.94% 0.15 0.16 340,000 50,000 328,014 50,000 51,050 8,359 100.00% 100.00%
10/01/2020 7.75% 0.13 0.14 390,000 50,000 375,419 50,000 50,547 7,291 100.00% 100.00%

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