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 0.40% 2.51 2.52 600,000 100,000 600,000 107,629 1,485,000 267,294 100.00% 100.00%
16/09/2021 0.42% 2.44 2.45 600,000 200,000 600,000 200,000 1,442,470 482,823 100.00% 100.00%
15/09/2021 0.43% 2.34 2.35 600,000 200,000 600,000 200,000 1,408,120 471,375 100.00% 100.00%
14/09/2021 0.44% 2.35 2.36 600,000 200,000 600,000 200,000 1,360,920 455,639 100.00% 100.00%
13/09/2021 0.47% 2.22 2.23 600,000 200,000 600,000 200,000 1,287,250 431,082 100.00% 100.00%
10/09/2021 0.46% 2.17 2.18 600,000 200,000 600,000 200,000 1,288,310 431,435 100.00% 100.00%
09/09/2021 0.51% 2.05 2.06 600,000 200,000 600,000 200,000 1,173,640 393,214 98.50% 98.50%
08/09/2021 0.52% 1.91 1.92 600,000 200,000 600,000 200,000 1,145,850 383,951 99.98% 99.98%
07/09/2021 0.52% 1.91 1.92 600,000 200,000 600,000 200,000 1,152,920 386,306 100.00% 100.00%

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