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 - -
15/10/2021 175.00% 0.00 0.02 1,000,000 250,000 1,000,000 250,000 1,000 3,750 99.17% 99.17%
14/10/2021 34.94% 0.00 0.02 1,000,000 250,000 1,000,000 250,000 14,393 4,946 94.11% 94.11%
13/10/2021 19.62% 0.02 0.03 1,000,000 250,000 999,845 250,000 23,376 7,095 99.98% 99.98%
12/10/2021 18.85% 0.03 0.03 1,000,000 250,000 1,000,000 250,000 24,558 7,390 100.00% 100.00%
11/10/2021 16.64% 0.03 0.04 1,000,000 250,000 999,977 249,957 27,880 8,219 100.00% 100.00%
08/10/2021 12.46% 0.04 0.05 985,300 250,000 990,337 265,932 38,597 11,819 99.77% 99.77%
07/10/2021 7.50% 0.09 0.09 575,000 300,000 748,383 404,689 51,024 30,498 100.00% 100.00%
06/10/2021 7.40% 0.12 0.13 425,000 425,000 536,326 395,156 50,898 42,164 100.00% 100.00%
05/10/2021 7.05% 0.14 0.15 375,000 375,000 443,383 409,490 52,242 52,865 100.00% 100.00%

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