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 1.67% 3.60 3.63 20,000 10,000 20,000 10,000 71,247 36,224 3.43% 7.12%
17/12/2020 2.15% 3.48 3.51 100,000 100,000 36,941 36,941 128,156 130,145 95.56% 95.56%
16/12/2020 2.25% 3.25 3.28 100,000 100,000 37,739 37,739 122,476 124,478 96.63% 96.63%
15/12/2020 2.22% 3.09 3.12 100,000 100,000 37,736 37,736 121,411 123,413 96.65% 96.65%
14/12/2020 2.59% 3.08 3.11 100,000 100,000 37,885 37,885 110,236 112,249 95.82% 95.82%
11/12/2020 2.83% 2.71 2.74 100,000 100,000 37,713 37,713 98,988 100,989 96.74% 96.74%
10/12/2020 2.89% 2.74 2.77 100,000 100,000 36,695 36,695 96,977 98,962 95.09% 95.09%
09/12/2020 2.39% 3.01 3.04 10,000 10,000 4,888 4,888 14,981 15,248 96.73% 96.73%

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