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 - -
20/10/2020 2.87% 0.32 0.33 250,000 250,000 249,962 249,925 86,373 88,859 99.99% 99.99%
19/10/2020 2.07% 0.40 0.41 250,000 250,000 249,965 249,976 120,724 123,231 99.76% 99.76%
15/10/2020 5.28% 0.18 0.19 250,000 250,000 249,963 249,931 48,731 51,225 99.98% 99.98%
14/10/2020 1.48% 0.58 0.59 250,000 250,000 250,000 249,957 168,688 171,161 99.99% 99.99%
13/10/2020 1.33% 0.66 0.67 250,000 250,000 250,000 249,992 187,566 190,061 100.00% 100.00%
12/10/2020 1.35% 0.76 0.77 250,000 250,000 249,954 250,000 183,733 186,268 100.00% 100.00%
09/10/2020 1.54% 0.68 0.69 250,000 250,000 250,000 250,000 161,645 164,145 99.66% 99.66%
08/10/2020 1.82% 0.60 0.61 250,000 250,000 249,751 250,000 137,133 139,767 100.00% 100.00%
07/10/2020 2.15% 0.40 0.41 250,000 250,000 249,969 249,948 116,601 119,092 100.00% 100.00%

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