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 - -
27/12/2022 - 0.01 0.02 1,000,000 250,000 0 0 0 0 0.00% 0.00%
23/12/2022 20.49% 0.04 0.05 1,000,000 250,000 998,771 293,216 43,993 16,065 98.81% 98.81%
22/12/2022 19.12% 0.05 0.06 925,000 475,000 972,671 353,660 46,486 21,092 100.00% 100.00%
21/12/2022 21.76% 0.04 0.05 1,000,000 250,000 1,000,000 250,000 41,376 12,844 99.70% 99.70%
20/12/2022 17.27% 0.04 0.05 1,000,000 250,000 909,273 419,876 48,589 27,424 100.00% 100.00%
19/12/2022 10.65% 0.12 0.13 500,000 500,000 574,556 344,255 51,151 34,729 100.00% 100.00%
16/12/2022 8.02% 0.10 0.11 475,000 475,000 431,033 431,033 51,630 55,940 96.36% 96.36%
15/12/2022 9.56% 0.10 0.11 500,000 500,000 511,760 453,600 51,049 50,315 98.10% 98.10%
14/12/2022 13.08% 0.07 0.08 775,000 400,000 695,184 363,069 49,710 29,590 100.00% 100.00%

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