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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 | - | - |
| 18/12/2020 | 1.09% | 1.83 | 1.85 | 225,000 | 75,000 | 225,000 | 75,000 | 411,622 | 138,707 | 99.77% | 99.77% |
| 17/12/2020 | 1.11% | 1.79 | 1.81 | 225,000 | 75,000 | 225,000 | 75,000 | 404,784 | 136,428 | 99.98% | 99.98% |
| 16/12/2020 | 1.10% | 1.79 | 1.81 | 225,000 | 75,000 | 225,000 | 75,000 | 406,709 | 137,070 | 99.92% | 99.92% |
| 15/12/2020 | 1.16% | 1.76 | 1.78 | 225,000 | 75,000 | 225,000 | 75,000 | 386,818 | 130,439 | 99.94% | 99.94% |
| 14/12/2020 | 1.15% | 1.73 | 1.75 | 225,000 | 75,000 | 225,000 | 75,000 | 390,581 | 131,694 | 99.80% | 99.80% |
| 11/12/2020 | 1.14% | 1.73 | 1.75 | 225,000 | 75,000 | 225,000 | 75,000 | 391,477 | 131,992 | 99.56% | 99.56% |
| 10/12/2020 | 1.14% | 1.72 | 1.74 | 225,000 | 75,000 | 225,000 | 75,000 | 391,414 | 131,971 | 100.00% | 100.00% |
| 09/12/2020 | 1.13% | 1.74 | 1.76 | 225,000 | 75,000 | 225,000 | 75,000 | 395,635 | 133,378 | 100.00% | 100.00% |
| 08/12/2020 | 1.13% | 1.77 | 1.79 | 225,000 | 75,000 | 225,000 | 75,000 | 394,799 | 133,100 | 100.00% | 100.00% |
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