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 4.96% 0.16 0.18 320,000 300,000 300,005 300,000 59,425 62,425 81.88% 97.14%
26/01/2021 5.68% 0.14 0.18 360,000 300,000 294,441 294,435 52,602 55,601 39.29% 95.43%
25/01/2021 3.10% 0.30 0.31 300,000 300,000 300,000 300,000 95,560 98,560 100.00% 100.00%
22/01/2021 3.61% 0.29 0.30 300,000 300,000 300,000 300,000 81,808 84,808 100.00% 100.00%
21/01/2021 3.32% 0.27 0.28 300,000 300,000 300,000 300,000 89,147 92,147 100.00% 100.00%
20/01/2021 3.26% 0.31 0.32 300,000 300,000 300,000 300,000 90,637 93,637 100.00% 100.00%
19/01/2021 3.76% 0.26 0.27 300,000 300,000 300,000 300,000 78,344 81,344 100.00% 100.00%
18/01/2021 4.68% 0.22 0.23 300,000 300,000 300,000 300,000 62,812 65,813 95.65% 95.65%
15/01/2021 4.37% 0.27 0.28 300,000 300,000 300,000 300,000 67,772 70,772 99.24% 99.24%

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