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 0.54% 1.88 1.89 600,000 100,000 600,000 107,629 1,110,170 200,055 100.00% 100.00%
16/09/2021 0.56% 1.81 1.82 600,000 200,000 600,000 200,000 1,066,660 357,554 100.00% 100.00%
15/09/2021 0.58% 1.72 1.73 600,000 200,000 600,000 200,000 1,033,570 346,523 100.00% 100.00%
14/09/2021 0.61% 1.72 1.73 600,000 200,000 600,000 200,000 980,685 328,895 100.00% 100.00%
13/09/2021 0.66% 1.59 1.60 600,000 200,000 600,000 200,000 906,433 304,144 100.00% 100.00%
10/09/2021 0.66% 1.54 1.55 600,000 200,000 600,000 200,000 910,755 305,585 100.00% 100.00%
09/09/2021 0.75% 1.42 1.43 600,000 200,000 600,000 200,000 797,229 267,743 98.50% 98.50%
08/09/2021 0.78% 1.28 1.29 600,000 200,000 600,000 200,000 770,875 258,958 99.97% 99.97%
07/09/2021 0.77% 1.29 1.30 600,000 200,000 600,000 200,000 778,800 261,600 100.00% 100.00%

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