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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 | - | - |
| 18/06/2021 | 0.47% | 4.23 | 4.25 | 450,000 | 150,000 | 450,000 | 150,000 | 1,896,900 | 635,300 | 99.98% | 99.98% |
| 17/06/2021 | 0.48% | 4.17 | 4.19 | 450,000 | 150,000 | 450,000 | 150,000 | 1,855,500 | 621,500 | 100.00% | 100.00% |
| 16/06/2021 | 0.48% | 4.20 | 4.22 | 450,000 | 150,000 | 450,000 | 150,000 | 1,854,230 | 621,076 | 100.00% | 100.00% |
| 15/06/2021 | 0.48% | 4.16 | 4.18 | 450,000 | 150,000 | 450,000 | 150,000 | 1,882,120 | 630,373 | 100.00% | 100.00% |
| 14/06/2021 | 0.50% | 3.94 | 3.96 | 450,000 | 150,000 | 450,000 | 150,000 | 1,779,130 | 596,043 | 79.70% | 79.70% |
| 11/06/2021 | 0.55% | 3.64 | 3.66 | 450,000 | 150,000 | 450,000 | 150,000 | 1,623,890 | 544,296 | 99.95% | 99.95% |
| 10/06/2021 | 0.57% | 3.50 | 3.52 | 450,000 | 150,000 | 450,000 | 150,000 | 1,576,640 | 528,548 | 100.00% | 100.00% |
| 09/06/2021 | 0.56% | 3.56 | 3.58 | 450,000 | 150,000 | 450,000 | 150,000 | 1,603,250 | 537,416 | 100.00% | 100.00% |
| 08/06/2021 | 0.55% | 3.59 | 3.61 | 450,000 | 150,000 | 450,000 | 150,000 | 1,636,530 | 548,510 | 99.98% | 99.98% |
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