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 - -
20/08/2024 13.23% 0.04 0.05 500,000 250,000 500,000 105,708 41,777 9,777 76.70% 76.70%
19/08/2024 9.40% 0.10 0.11 490,000 250,000 449,329 119,424 50,519 14,402 86.19% 86.19%
16/08/2024 8.44% 0.13 0.13 400,000 250,000 424,679 132,049 50,577 16,979 99.64% 99.64%
15/08/2024 7.31% 0.12 0.13 410,000 250,000 369,045 200,122 50,524 29,306 99.33% 99.33%
14/08/2024 6.23% 0.16 0.16 320,000 250,000 310,017 199,116 50,494 34,480 85.82% 85.82%
13/08/2024 5.36% 0.17 0.17 300,000 250,000 279,425 204,971 50,824 39,170 87.83% 87.83%
12/08/2024 6.02% 0.17 0.18 290,000 250,000 298,371 200,144 50,743 36,121 99.15% 99.15%
09/08/2024 5.88% 0.16 0.17 310,000 250,000 301,455 200,036 50,801 35,588 78.53% 78.53%
08/08/2024 5.07% 0.19 0.19 270,000 250,000 258,207 200,052 50,848 41,210 90.90% 90.90%

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