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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 | 0.48% | 4.07 | 4.09 | 450,000 | 100,000 | 450,000 | 100,000 | 1,884,160 | 420,702 | 100.00% | 100.00% |
| 17/06/2021 | 0.50% | 4.14 | 4.16 | 450,000 | 100,000 | 450,000 | 100,000 | 1,806,260 | 403,392 | 100.00% | 100.00% |
| 16/06/2021 | 0.52% | 4.23 | 4.25 | 450,000 | 100,000 | 450,000 | 100,000 | 1,731,740 | 386,831 | 100.00% | 100.00% |
| 15/06/2021 | 0.52% | 3.79 | 3.81 | 450,000 | 100,000 | 450,000 | 100,000 | 1,724,550 | 385,233 | 100.00% | 100.00% |
| 14/06/2021 | 0.56% | 3.58 | 3.60 | 450,000 | 150,000 | 450,000 | 150,000 | 1,596,560 | 535,186 | 95.22% | 95.22% |
| 11/06/2021 | 0.60% | 3.35 | 3.37 | 450,000 | 150,000 | 450,000 | 150,000 | 1,508,310 | 505,771 | 100.00% | 100.00% |
| 10/06/2021 | 0.59% | 3.43 | 3.45 | 450,000 | 150,000 | 450,000 | 150,000 | 1,530,420 | 513,141 | 96.78% | 96.78% |
| 09/06/2021 | 0.60% | 3.48 | 3.50 | 450,000 | 150,000 | 450,000 | 150,000 | 1,486,260 | 498,420 | 100.00% | 100.00% |
| 08/06/2021 | 0.62% | 3.24 | 3.26 | 450,000 | 150,000 | 450,000 | 150,000 | 1,447,750 | 485,584 | 100.00% | 100.00% |
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