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 1.92% 0.43 0.44 120,000 100,000 101,312 60,480 52,232 31,591 99.33% 99.33%
28/08/2020 1.50% 0.63 0.64 100,000 100,000 84,034 60,496 55,477 40,260 99.19% 99.19%
27/08/2020 1.53% 0.57 0.58 100,000 100,000 84,315 59,627 54,796 39,266 96.91% 96.91%
26/08/2020 0.98% 0.88 0.89 100,000 100,000 60,732 60,696 61,197 61,768 99.90% 99.90%
25/08/2020 0.80% 1.18 1.19 100,000 100,000 60,632 60,632 76,307 76,914 98.96% 98.96%
24/08/2020 0.82% 1.36 1.37 100,000 100,000 60,424 60,424 74,480 75,085 98.10% 98.10%
21/08/2020 0.64% 1.50 1.51 100,000 100,000 60,730 60,730 94,561 95,168 96.68% 96.68%
20/08/2020 0.54% 1.75 1.76 100,000 100,000 60,650 60,650 112,007 112,614 99.66% 99.66%
19/08/2020 0.59% 1.73 1.74 100,000 100,000 60,661 60,661 102,883 103,489 99.80% 99.80%
18/08/2020 0.54% 1.80 1.81 100,000 100,000 60,491 60,491 111,546 112,150 99.34% 99.34%

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