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
22/12/2020 - - - 0 0 0 0 0 0 0.00% 0.00%
21/12/2020 - - - 0 0 0 0 0 0 0.00% 0.00%
18/12/2020 0.16% 12.36 12.26 20,000 20,000 20,000 20,000 243,427 243,827 3.43% 7.13%
17/12/2020 0.16% 12.22 12.24 20,000 20,000 20,000 20,000 246,591 246,991 100.00% 100.00%
16/12/2020 0.16% 11.88 11.90 20,000 20,000 20,503 20,503 251,850 252,260 99.90% 99.90%
15/12/2020 0.17% 11.46 11.48 20,000 20,000 20,000 20,000 228,800 229,200 100.00% 100.00%
14/12/2020 0.16% 12.04 12.06 20,000 20,000 20,007 20,007 247,780 248,180 100.00% 100.00%
11/12/2020 0.18% 11.34 11.36 20,000 20,000 20,000 20,000 219,110 219,510 99.99% 99.99%
10/12/2020 0.17% 11.64 11.66 20,000 20,000 20,000 20,000 234,602 235,002 99.95% 99.95%
09/12/2020 0.16% 11.94 11.96 20,000 20,000 20,000 20,000 249,079 249,479 99.99% 99.99%

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