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 - -
26/09/2022 7.60% 0.12 0.13 475,000 475,000 411,799 411,799 52,170 56,288 100.00% 100.00%
23/09/2022 11.32% 0.12 0.13 425,000 425,000 613,271 422,775 50,981 41,925 100.00% 100.00%
22/09/2022 15.40% 0.07 0.08 850,000 425,000 845,591 421,742 50,770 29,672 100.00% 100.00%
21/09/2022 13.10% 0.08 0.09 675,000 350,000 708,567 370,161 50,526 30,128 100.00% 100.00%
20/09/2022 10.69% 0.09 0.10 500,000 500,000 576,130 340,347 51,014 33,967 100.00% 100.00%
19/09/2022 10.78% 0.08 0.09 625,000 325,000 585,488 304,846 51,425 29,836 100.00% 100.00%
16/09/2022 8.48% 0.09 0.10 625,000 325,000 459,497 415,118 51,870 52,010 100.00% 100.00%
15/09/2022 10.93% 0.10 0.11 600,000 300,000 596,361 304,082 51,671 29,388 100.00% 100.00%
14/09/2022 11.42% 0.08 0.09 625,000 325,000 611,757 314,453 50,592 29,161 100.00% 100.00%

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