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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 | 5.14% | 0.17 | 0.18 | 300,000 | 50,000 | 267,725 | 50,000 | 50,638 | 10,255 | 76.60% | 99.52% |
| 26/01/2021 | 3.91% | 0.23 | 0.24 | 220,000 | 50,000 | 203,392 | 50,000 | 51,077 | 13,233 | 100.00% | 100.00% |
| 25/01/2021 | 5.12% | 0.14 | 0.15 | 360,000 | 50,000 | 266,544 | 50,000 | 50,623 | 10,190 | 95.31% | 100.00% |
| 22/01/2021 | 4.91% | 0.19 | 0.20 | 270,000 | 50,000 | 254,299 | 50,000 | 50,499 | 10,514 | 100.00% | 100.00% |
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