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 7.86% 0.10 0.11 500,000 100,000 411,486 100,000 50,379 13,660 64.61% 99.89%
26/01/2021 7.92% 0.13 0.14 390,000 100,000 412,715 100,000 50,124 13,393 69.36% 100.00%
25/01/2021 6.83% 0.07 0.10 500,000 100,000 358,933 100,000 50,727 15,536 95.33% 100.00%
22/01/2021 5.41% 0.17 0.18 300,000 100,000 281,204 100,000 50,573 18,997 100.00% 100.00%
21/01/2021 4.28% 0.22 0.23 230,000 100,000 221,022 100,000 50,548 23,898 100.00% 100.00%
20/01/2021 4.72% 0.21 0.22 240,000 100,000 243,552 100,000 50,374 21,749 100.00% 100.00%
19/01/2021 5.70% 0.16 0.17 320,000 100,000 298,392 100,000 50,842 18,128 100.00% 100.00%
18/01/2021 5.56% 0.19 0.20 250,000 100,000 290,647 100,000 50,832 18,578 100.00% 100.00%
15/01/2021 5.68% 0.15 0.16 340,000 100,000 297,013 100,000 50,822 18,230 98.47% 98.47%

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