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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 | - | - |
| 04/11/2020 | 2.51% | 0.28 | 0.29 | 125,000 | 125,000 | 125,000 | 125,000 | 50,211 | 51,461 | 99.85% | 99.85% |
| 03/11/2020 | 2.23% | 0.31 | 0.32 | 125,000 | 125,000 | 125,000 | 125,000 | 60,218 | 61,468 | 98.42% | 98.42% |
| 02/11/2020 | 1.43% | 0.69 | 0.70 | 125,000 | 125,000 | 125,000 | 125,000 | 87,264 | 88,514 | 99.58% | 99.58% |
| 30/10/2020 | 1.03% | 0.93 | 0.94 | 125,000 | 125,000 | 125,000 | 125,000 | 120,774 | 122,024 | 99.95% | 99.95% |
| 29/10/2020 | 1.23% | 0.78 | 0.79 | 125,000 | 125,000 | 125,000 | 124,997 | 100,872 | 102,120 | 99.94% | 99.94% |
| 28/10/2020 | 1.19% | 0.87 | 0.88 | 125,000 | 125,000 | 125,000 | 125,000 | 104,607 | 105,857 | 99.95% | 99.95% |
| 27/10/2020 | 1.51% | 0.68 | 0.69 | 125,000 | 125,000 | 125,000 | 125,000 | 82,002 | 83,252 | 99.55% | 99.55% |
| 26/10/2020 | 1.56% | 0.67 | 0.68 | 125,000 | 125,000 | 125,000 | 125,000 | 79,533 | 80,783 | 99.99% | 99.99% |
| 23/10/2020 | 1.79% | 0.57 | 0.58 | 125,000 | 125,000 | 125,000 | 125,000 | 69,293 | 70,543 | 100.00% | 100.00% |
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