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 - -
16/12/2022 46.82% 0.01 0.02 1,000,000 250,000 1,000,000 250,000 17,608 6,902 89.04% 89.04%
15/12/2022 11.06% 0.05 0.06 925,000 475,000 579,007 376,963 50,097 42,959 99.06% 99.06%
14/12/2022 5.78% 0.20 0.21 250,000 250,000 308,112 308,112 51,805 54,886 100.00% 100.00%
13/12/2022 4.44% 0.21 0.22 250,000 250,000 241,337 241,337 53,243 55,656 65.19% 65.19%
12/12/2022 4.43% 0.21 0.22 225,000 225,000 240,480 240,480 53,124 55,528 100.00% 100.00%
09/12/2022 4.26% 0.23 0.24 225,000 225,000 228,620 228,620 52,553 54,839 99.63% 99.63%
08/12/2022 4.12% 0.23 0.24 250,000 250,000 221,572 221,572 52,661 54,877 100.00% 100.00%
07/12/2022 4.35% 0.22 0.23 225,000 225,000 235,037 235,037 52,830 55,181 100.00% 100.00%
06/12/2022 4.71% 0.23 0.24 250,000 250,000 253,975 253,975 52,719 55,259 100.00% 100.00%

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