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 0.30% 6.63 6.65 600,000 100,000 600,000 100,000 4,046,930 676,489 100.00% 100.00%
16/09/2021 0.30% 6.74 6.76 600,000 100,000 600,000 100,000 3,999,200 668,533 100.00% 100.00%
15/09/2021 0.31% 6.28 6.30 600,000 100,000 600,000 100,000 3,826,470 639,744 100.00% 100.00%
14/09/2021 0.33% 6.27 6.29 600,000 100,000 600,000 100,000 3,674,100 614,350 99.96% 99.96%
13/09/2021 0.33% 5.97 5.99 600,000 100,000 600,000 100,000 3,642,280 609,047 100.00% 100.00%
10/09/2021 0.33% 6.07 6.09 600,000 100,000 600,000 100,000 3,673,290 614,215 100.00% 100.00%
09/09/2021 0.34% 5.99 6.01 600,000 100,000 600,000 100,000 3,551,610 593,935 97.94% 97.94%
08/09/2021 0.34% 5.87 5.89 600,000 100,000 600,000 100,000 3,524,140 589,357 100.00% 100.00%
07/09/2021 0.33% 6.02 6.04 600,000 100,000 600,000 100,000 3,616,740 604,790 100.00% 100.00%

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