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 - -
18/01/2023 7.06% 0.09 0.10 1,000,000 1,000,000 999,759 1,000,000 137,680 147,716 74.86% 74.86%
17/01/2023 4.61% 0.21 0.22 1,000,000 1,000,000 1,000,000 999,994 212,809 222,807 100.00% 100.00%
16/01/2023 3.84% 0.25 0.26 1,000,000 1,000,000 1,000,000 1,000,000 255,656 265,656 100.00% 100.00%
13/01/2023 3.52% 0.26 0.27 1,000,000 1,000,000 999,783 1,000,000 279,712 289,775 100.00% 100.00%
12/01/2023 3.20% 0.28 0.29 1,000,000 1,000,000 1,000,000 1,000,000 308,592 318,592 99.23% 99.23%
11/01/2023 4.00% 0.29 0.30 1,000,000 1,000,000 999,981 1,000,000 248,327 258,332 100.00% 100.00%
10/01/2023 4.73% 0.21 0.22 1,000,000 1,000,000 1,000,000 1,000,000 207,293 217,293 99.75% 99.75%
09/01/2023 4.72% 0.17 0.18 1,000,000 1,000,000 1,000,000 999,997 209,791 219,791 100.00% 100.00%
06/01/2023 2.68% 0.30 0.31 1,000,000 1,000,000 1,000,000 1,000,000 370,607 380,607 97.25% 97.25%

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