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 - -
24/01/2023 0.12% 8.24 8.17 230,000 46,000 46,000 46,000 375,665 376,125 6.39% 96.98%
23/01/2023 0.12% 8.33 8.34 237,000 237,000 109,819 109,819 923,963 925,061 99.79% 99.79%
20/01/2023 0.12% 8.58 8.59 254,000 254,000 116,194 116,194 1,001,400 1,002,560 99.68% 99.68%
19/01/2023 0.12% 8.67 8.68 264,000 264,000 118,629 118,629 1,025,910 1,027,090 99.26% 99.26%
18/01/2023 0.12% 8.51 8.52 257,000 257,000 112,753 112,753 948,820 949,948 98.99% 98.99%
17/01/2023 0.11% 8.67 8.68 260,000 260,000 119,465 119,465 1,041,060 1,042,260 99.59% 99.59%
16/01/2023 0.11% 8.88 8.89 55,000 55,000 57,005 57,005 506,663 507,233 97.80% 97.80%
13/01/2023 0.11% 8.96 8.97 280,000 280,000 128,154 128,154 1,155,280 1,156,560 99.06% 99.06%
12/01/2023 0.11% 8.97 8.98 280,000 280,000 125,224 125,224 1,119,780 1,121,030 97.43% 97.43%

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