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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 | - | - |
| 07/01/2021 | 4.12% | 0.22 | 0.23 | 75,000 | 75,000 | 75,000 | 75,000 | 17,962 | 18,712 | 99.98% | 99.98% |
| 05/01/2021 | 1.81% | 0.61 | 0.62 | 75,000 | 75,000 | 75,000 | 75,000 | 41,337 | 42,087 | 100.00% | 100.00% |
| 04/01/2021 | 2.86% | 0.51 | 0.52 | 75,000 | 75,000 | 75,000 | 74,913 | 26,478 | 27,197 | 100.00% | 100.00% |
| 30/12/2020 | 2.22% | 0.51 | 0.50 | 75,000 | 75,000 | 75,000 | 75,000 | 33,391 | 34,141 | 8.09% | 96.91% |
| 29/12/2020 | 2.41% | 0.46 | 0.47 | 75,000 | 75,000 | 75,000 | 75,000 | 30,884 | 31,634 | 76.32% | 100.00% |
| 28/12/2020 | 2.27% | 0.44 | 0.44 | 75,000 | 75,000 | 75,000 | 75,000 | 32,678 | 33,428 | 40.44% | 100.00% |
| 23/12/2020 | 1.37% | 0.65 | 0.66 | 75,000 | 75,000 | 75,000 | 74,999 | 54,377 | 55,126 | 100.00% | 100.00% |
| 22/12/2020 | 1.15% | 0.84 | 0.85 | 75,000 | 75,000 | 75,000 | 75,000 | 65,061 | 65,811 | 100.00% | 100.00% |
| 21/12/2020 | 0.96% | 1.00 | 1.01 | 75,000 | 75,000 | 75,000 | 75,000 | 77,793 | 78,543 | 99.00% | 99.00% |
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