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 0.19% 5.39 5.34 30,000 30,000 30,000 30,000 158,739 159,039 3.43% 7.13%
17/12/2020 0.19% 5.31 5.32 50,000 50,000 50,000 50,000 268,682 269,182 100.00% 100.00%
16/12/2020 0.19% 5.14 5.15 30,000 30,000 30,337 30,337 162,195 162,499 99.93% 99.93%
15/12/2020 0.20% 4.92 4.93 50,000 50,000 50,000 50,000 245,560 246,060 100.00% 100.00%
14/12/2020 0.18% 5.23 5.24 50,000 50,000 50,000 50,000 270,096 270,596 99.99% 99.99%
11/12/2020 0.21% 4.86 4.87 50,000 50,000 50,000 50,000 233,206 233,706 99.98% 99.98%
10/12/2020 0.20% 5.01 5.02 50,000 50,000 50,000 50,000 253,111 253,611 99.95% 99.95%
09/12/2020 0.18% 5.17 5.18 30,000 30,000 30,000 30,000 163,211 163,511 99.99% 99.99%

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