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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 | 1.41% | 0.69 | 0.70 | 80,000 | 25,000 | 76,185 | 25,000 | 53,702 | 18,306 | 99.32% | 99.32% |
| 26/01/2021 | 1.95% | 0.46 | 0.47 | 110,000 | 25,000 | 103,276 | 25,000 | 52,570 | 13,162 | 99.97% | 99.97% |
| 25/01/2021 | 2.63% | 0.74 | 0.75 | 70,000 | 25,000 | 138,047 | 25,000 | 51,820 | 10,117 | 100.00% | 100.00% |
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