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 - -
29/09/2021 2.14% 0.44 0.46 120,000 20,000 59,511 20,000 55,043 19,177 77.67% 77.67%
28/09/2021 2.00% 1.11 1.13 50,000 20,000 54,503 20,000 53,873 20,309 99.92% 99.92%
27/09/2021 1.58% 1.35 1.37 40,000 20,000 44,600 20,000 55,875 25,585 100.00% 100.00%
24/09/2021 1.70% 1.11 1.13 50,000 20,000 46,371 20,000 53,905 24,143 99.84% 99.84%
23/09/2021 1.47% 1.27 1.29 40,000 20,000 40,437 20,000 54,613 27,437 93.85% 93.85%
22/09/2021 1.42% 1.54 1.56 40,000 20,000 40,000 20,000 56,041 28,421 99.82% 99.82%
21/09/2021 1.69% 1.26 1.28 40,000 20,000 48,905 20,000 57,381 23,909 99.91% 99.91%
20/09/2021 1.81% 1.07 1.09 50,000 20,000 50,508 20,000 55,427 22,375 100.00% 100.00%
17/09/2021 1.33% 1.21 1.23 50,000 20,000 38,693 20,000 57,890 30,966 96.10% 96.10%

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