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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 | - | - |
| 31/08/2020 | 66.67% | 0.01 | 0.01 | 600,000 | 600,000 | 600,000 | 600,000 | 6,000 | 12,000 | 91.04% | 99.99% |
| 28/08/2020 | 65.76% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 6,204 | 12,204 | 99.99% | 99.99% |
| 27/08/2020 | 66.67% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 6,000 | 12,000 | 99.83% | 100.00% |
| 26/08/2020 | 66.67% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 6,000 | 12,000 | 100.00% | 100.00% |
| 25/08/2020 | 44.96% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 10,906 | 16,906 | 99.94% | 99.94% |
| 24/08/2020 | 64.38% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 6,514 | 12,514 | 100.00% | 100.00% |
| 21/08/2020 | 63.09% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 6,805 | 12,805 | 100.00% | 100.00% |
| 20/08/2020 | 65.92% | 0.01 | 0.02 | 600,000 | 600,000 | 600,000 | 600,000 | 6,168 | 12,168 | 100.00% | 100.00% |
| 19/08/2020 | 63.76% | 0.02 | 0.03 | 600,000 | 600,000 | 600,000 | 600,000 | 6,655 | 12,655 | 99.99% | 99.99% |
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