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 6.54% 0.13 0.14 250,000 250,000 204,129 204,129 30,246 32,287 99.98% 99.98%
28/08/2020 6.74% 0.14 0.15 250,000 250,000 228,738 228,738 32,743 35,030 99.97% 99.97%
27/08/2020 6.11% 0.15 0.16 200,000 200,000 279,462 199,893 45,097 33,790 99.86% 99.98%
26/08/2020 5.49% 0.17 0.18 600,000 200,000 600,000 200,000 106,555 37,519 100.00% 100.00%
25/08/2020 5.07% 0.17 0.18 600,000 200,000 600,000 199,826 115,903 40,598 99.75% 99.75%
24/08/2020 5.02% 0.22 0.23 600,000 200,000 600,000 200,000 116,753 40,918 99.99% 99.99%
21/08/2020 5.85% 0.16 0.17 750,000 250,000 649,824 216,608 107,538 38,012 99.81% 99.81%
20/08/2020 5.69% 0.17 0.18 750,000 250,000 656,513 218,838 111,929 39,498 99.98% 99.98%
19/08/2020 5.02% 0.19 0.20 600,000 200,000 600,000 200,000 116,694 40,898 100.00% 100.00%

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