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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 | - | - |
| 06/11/2020 | 0.67% | 1.41 | 1.42 | 50,000 | 50,000 | 50,000 | 50,000 | 74,361 | 74,861 | 100.00% | 100.00% |
| 05/11/2020 | 0.65% | 1.36 | 1.37 | 50,000 | 50,000 | 50,000 | 50,000 | 76,606 | 77,106 | 100.00% | 100.00% |
| 04/11/2020 | 0.47% | 1.74 | 1.75 | 50,000 | 50,000 | 50,000 | 50,000 | 106,547 | 107,047 | 100.00% | 100.00% |
| 03/11/2020 | 0.42% | 2.16 | 2.17 | 50,000 | 50,000 | 50,000 | 50,000 | 118,929 | 119,429 | 100.00% | 100.00% |
| 02/11/2020 | 0.35% | 2.80 | 2.81 | 50,000 | 50,000 | 50,000 | 50,000 | 141,343 | 141,843 | 100.00% | 100.00% |
| 30/10/2020 | 0.31% | 3.29 | 3.30 | 50,000 | 50,000 | 50,000 | 50,000 | 163,114 | 163,614 | 99.93% | 99.93% |
| 29/10/2020 | 0.32% | 3.11 | 3.12 | 50,000 | 50,000 | 50,000 | 50,000 | 153,902 | 154,402 | 100.00% | 100.00% |
| 28/10/2020 | 0.36% | 2.88 | 2.89 | 50,000 | 50,000 | 50,000 | 50,000 | 138,666 | 139,166 | 99.97% | 99.97% |
| 27/10/2020 | 0.48% | 2.12 | 2.13 | 50,000 | 50,000 | 50,000 | 50,000 | 103,070 | 103,570 | 100.00% | 100.00% |
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