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 - -
29/10/2021 3.21% 0.17 0.24 300,000 100,000 168,422 55,695 51,665 17,473 88.40% 100.00%
28/10/2021 3.53% 0.15 0.24 340,000 100,000 183,940 56,078 51,307 16,261 80.55% 93.34%
27/10/2021 2.22% 0.29 0.30 180,000 100,000 117,074 60,833 52,106 27,281 100.00% 100.00%
26/10/2021 2.62% 0.29 0.30 180,000 100,000 137,369 59,232 51,673 22,515 96.07% 100.00%
25/10/2021 1.26% 0.70 0.71 100,000 100,000 76,463 60,833 60,263 48,419 100.00% 100.00%
22/10/2021 1.40% 0.78 0.79 100,000 100,000 80,812 60,878 57,253 43,913 99.59% 99.59%
21/10/2021 1.18% 0.71 0.72 100,000 100,000 68,667 60,833 57,515 51,275 100.00% 100.00%
20/10/2021 1.29% 0.78 0.79 100,000 100,000 76,500 60,833 58,896 47,307 100.00% 100.00%
19/10/2021 1.11% 0.84 0.85 100,000 100,000 68,666 60,833 61,389 54,938 100.00% 100.00%

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