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 - -
18/01/2023 7.72% 0.07 0.07 1,745,900 1,745,900 1,745,900 1,745,900 108,948 117,678 22.23% 100.00%
17/01/2023 19.64% 0.03 0.03 2,203,600 2,203,600 2,203,600 2,203,600 51,733 62,751 100.00% 100.00%
16/01/2023 7.90% 0.04 0.04 2,203,600 2,203,600 826,926 826,926 43,092 47,226 99.66% 99.66%
13/01/2023 3.66% 0.15 0.16 675,200 675,200 675,200 675,200 94,265 97,641 99.80% 99.80%
12/01/2023 4.33% 0.07 0.07 1,228,700 1,228,700 404,781 404,781 59,707 62,456 98.09% 98.09%
11/01/2023 2.19% 0.73 0.74 162,900 162,900 162,900 162,900 76,948 78,577 100.00% 100.00%
10/01/2023 2.36% 0.55 0.56 320,600 320,600 320,600 320,600 136,516 139,722 99.93% 99.93%
09/01/2023 4.27% 0.18 0.19 384,300 384,300 108,474 108,474 42,871 44,626 98.89% 98.89%
06/01/2023 1.77% 1.34 1.37 59,500 59,500 59,500 59,500 102,344 104,129 99.73% 99.73%

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