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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 | - | - |
| 18/12/2020 | 1.51% | 1.29 | 1.31 | 750,000 | 100,000 | 750,000 | 100,000 | 988,920 | 133,856 | 100.00% | 100.00% |
| 17/12/2020 | 1.55% | 1.35 | 1.37 | 750,000 | 100,000 | 750,000 | 100,000 | 960,515 | 130,069 | 89.05% | 89.05% |
| 16/12/2020 | 1.78% | 1.23 | 1.25 | 750,000 | 100,000 | 749,966 | 100,000 | 836,271 | 113,508 | 99.99% | 99.99% |
| 15/12/2020 | 1.70% | 1.12 | 1.14 | 750,000 | 100,000 | 750,000 | 100,000 | 876,992 | 118,932 | 100.00% | 100.00% |
| 14/12/2020 | 1.65% | 1.31 | 1.33 | 750,000 | 100,000 | 750,000 | 100,000 | 903,007 | 122,401 | 99.98% | 99.98% |
| 11/12/2020 | 1.64% | 1.25 | 1.27 | 750,000 | 100,000 | 750,000 | 100,000 | 907,181 | 122,957 | 100.00% | 100.00% |
| 10/12/2020 | 1.68% | 1.17 | 1.19 | 750,000 | 100,000 | 750,000 | 100,000 | 885,625 | 120,083 | 100.00% | 100.00% |
| 09/12/2020 | 1.67% | 1.17 | 1.19 | 750,000 | 100,000 | 750,000 | 100,000 | 892,112 | 120,948 | 100.00% | 100.00% |
| 08/12/2020 | 1.66% | 1.27 | 1.29 | 750,000 | 100,000 | 778,588 | 100,000 | 930,542 | 121,635 | 100.00% | 100.00% |
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