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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 | - | - |
| 21/12/2020 | 3.00% | 86.61 | 89.25 | 250,000 | 250,000 | 250,000 | 250,000 | 216,525 | 223,125 | 100.00% | 100.00% |
| 18/12/2020 | 3.00% | 86.29 | 88.92 | 250,000 | 250,000 | 250,000 | 250,000 | 215,725 | 222,300 | 100.00% | 100.00% |
| 17/12/2020 | 3.01% | 86.19 | 88.82 | 250,000 | 250,000 | 250,000 | 250,000 | 215,475 | 222,050 | 100.00% | 100.00% |
| 16/12/2020 | 3.01% | 86.07 | 88.70 | 250,000 | 250,000 | 250,000 | 250,000 | 215,175 | 221,750 | 100.00% | 100.00% |
| 15/12/2020 | 3.00% | 85.97 | 88.59 | 240,000 | 250,000 | 242,945 | 250,000 | 208,860 | 221,475 | 100.00% | 100.00% |
| 14/12/2020 | 3.01% | 85.86 | 88.48 | 250,000 | 250,000 | 250,000 | 250,000 | 214,650 | 221,200 | 100.00% | 100.00% |
| 11/12/2020 | 3.00% | 85.65 | 88.26 | 250,000 | 250,000 | 250,000 | 250,000 | 214,125 | 220,650 | 100.00% | 100.00% |
| 10/12/2020 | 3.00% | 85.65 | 88.26 | 200,000 | 250,000 | 200,207 | 250,000 | 171,477 | 220,650 | 100.00% | 100.00% |
| 09/12/2020 | 3.00% | 85.66 | 88.27 | 250,000 | 250,000 | 250,000 | 250,000 | 214,150 | 220,675 | 100.00% | 100.00% |
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