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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 | - | - |
| 17/09/2021 | 0.54% | 3.75 | 3.77 | 450,000 | 100,000 | 450,000 | 103,710 | 1,667,870 | 386,360 | 100.00% | 100.00% |
| 16/09/2021 | 0.55% | 3.66 | 3.68 | 450,000 | 150,000 | 450,000 | 150,000 | 1,625,170 | 544,722 | 100.00% | 100.00% |
| 15/09/2021 | 0.56% | 3.53 | 3.55 | 450,000 | 150,000 | 450,000 | 150,000 | 1,590,990 | 533,329 | 100.00% | 100.00% |
| 14/09/2021 | 0.58% | 3.53 | 3.55 | 450,000 | 150,000 | 450,000 | 150,000 | 1,543,710 | 517,571 | 100.00% | 100.00% |
| 13/09/2021 | 0.61% | 3.37 | 3.39 | 450,000 | 150,000 | 449,999 | 150,000 | 1,470,310 | 493,104 | 100.00% | 100.00% |
| 10/09/2021 | 0.61% | 3.29 | 3.31 | 450,000 | 150,000 | 450,000 | 150,000 | 1,470,570 | 493,191 | 100.00% | 100.00% |
| 09/09/2021 | 0.66% | 3.13 | 3.15 | 450,000 | 150,000 | 450,000 | 150,000 | 1,354,770 | 454,588 | 98.50% | 98.50% |
| 08/09/2021 | 0.68% | 2.94 | 2.96 | 450,000 | 150,000 | 450,000 | 150,000 | 1,326,280 | 445,092 | 99.97% | 99.97% |
| 07/09/2021 | 0.67% | 2.95 | 2.97 | 450,000 | 150,000 | 450,000 | 150,000 | 1,332,270 | 447,090 | 100.00% | 100.00% |
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