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
20/11/2024 0.84% 93.63 % 94.43 % 250,000 250,000 250,000 250,000 236,440 GBP 238,440 GBP 99.99% 99.99%
19/11/2024 0.84% 94.82 % 95.62 % 250,000 250,000 250,000 250,000 238,343 GBP 240,343 GBP 99.79% 99.79%
18/11/2024 0.82% 95.14 % 95.94 % 250,000 250,000 250,000 250,000 242,317 GBP 244,317 GBP 99.99% 99.99%
15/11/2024 0.82% 97.21 % 98.01 % 250,000 250,000 250,000 250,000 243,162 GBP 245,162 GBP 100.00% 100.00%
14/11/2024 0.82% 97.17 % 97.97 % 250,000 250,000 250,000 250,000 242,823 GBP 244,823 GBP 99.91% 99.91%
13/11/2024 0.82% 97.25 % 98.05 % 250,000 250,000 250,000 250,000 243,287 GBP 245,287 GBP 99.88% 99.88%
12/11/2024 0.82% 97.25 % 98.05 % 250,000 250,000 250,000 250,000 242,720 GBP 244,720 GBP 100.00% 100.00%
11/11/2024 0.82% 97.36 % 98.16 % 250,000 250,000 250,000 250,000 242,490 GBP 244,490 GBP 100.00% 100.00%
08/11/2024 0.83% 96.70 % 97.50 % 250,000 250,000 250,000 250,000 240,864 GBP 242,864 GBP 100.00% 100.00%
07/11/2024 0.83% 96.48 % 97.28 % 250,000 250,000 250,000 250,000 240,885 GBP 242,885 GBP 99.97% 99.97%

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