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 - -
27/01/2021 5.65% 0.35 1.00 50,000 25,000 74,185 73,371 30,390 31,359 95.91% 99.09%
26/01/2021 2.93% 0.63 1.00 50,000 25,000 74,218 73,436 45,732 46,233 99.89% 99.89%
25/01/2021 5.15% 0.36 1.00 50,000 25,000 74,219 73,436 36,435 37,420 100.00% 100.00%
22/01/2021 3.30% 0.60 1.00 50,000 25,000 74,219 73,437 40,652 41,214 99.99% 99.99%
21/01/2021 2.66% 0.66 1.00 50,000 25,000 74,219 73,438 51,740 52,216 100.00% 100.00%
20/01/2021 2.80% 0.66 1.00 50,000 25,000 74,219 73,438 47,946 48,432 100.00% 100.00%
19/01/2021 3.27% 0.56 1.00 50,000 25,000 74,215 73,431 45,301 45,910 99.56% 99.56%
18/01/2021 3.54% 0.58 1.00 50,000 25,000 74,159 73,323 40,611 41,203 93.17% 93.17%
15/01/2021 3.81% 0.48 1.00 50,000 25,000 74,219 73,436 45,349 46,114 100.00% 100.00%

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