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
31/08/2020 2.87% 0.63 0.64 500,000 500,000 186,394 186,394 117,109 119,757 98.60% 98.60%
28/08/2020 2.90% 0.62 0.63 500,000 500,000 187,999 187,999 112,622 115,282 96.56% 96.56%
27/08/2020 3.18% 0.57 0.58 500,000 500,000 186,439 186,439 105,910 108,558 96.08% 96.08%
26/08/2020 2.97% 0.82 0.84 200,000 200,000 75,270 75,270 79,847 81,976 96.67% 96.67%
25/08/2020 2.79% 1.23 1.25 10,000 10,000 3,766 3,766 4,743 4,849 95.94% 95.94%
24/08/2020 2.96% 1.30 1.32 200,000 200,000 75,701 75,701 91,225 93,361 94.58% 94.58%
21/08/2020 3.01% 1.22 1.24 200,000 200,000 75,982 75,982 89,987 92,127 94.05% 94.05%
20/08/2020 2.68% 1.20 1.22 200,000 200,000 75,233 75,233 94,876 97,005 96.51% 96.51%
19/08/2020 2.86% 1.28 1.30 200,000 200,000 75,290 75,290 94,893 97,022 96.60% 96.60%
18/08/2020 2.63% 1.28 1.30 200,000 200,000 75,053 75,053 98,549 100,675 96.31% 96.31%

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