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
15/07/2024 0.48% 103.96 % 104.46 % 500,000 500,000 500,000 500,000 519,870 GBP 522,370 GBP 100.00% 100.00%
12/07/2024 0.48% 103.97 % 104.47 % 500,000 500,000 500,000 500,000 519,673 GBP 522,173 GBP 78.50% 78.50%
11/07/2024 0.48% 103.90 % 104.40 % 500,000 500,000 500,000 500,000 519,446 GBP 521,946 GBP 100.00% 100.00%
10/07/2024 0.48% 103.83 % 104.33 % 500,000 500,000 500,000 500,000 519,142 GBP 521,642 GBP 94.72% 94.72%
09/07/2024 0.48% 103.78 % 104.28 % 500,000 500,000 500,000 500,000 519,030 GBP 521,530 GBP 97.76% 97.76%
08/07/2024 0.48% 103.79 % 104.29 % 500,000 500,000 500,000 500,000 518,953 GBP 521,453 GBP 99.78% 99.78%
05/07/2024 0.48% 103.76 % 104.26 % 500,000 500,000 500,000 500,000 518,828 GBP 521,328 GBP 100.00% 100.00%
04/07/2024 0.48% 103.73 % 104.23 % 500,000 500,000 500,000 500,000 518,575 GBP 521,075 GBP 98.26% 98.26%
03/07/2024 0.48% 103.65 % 104.15 % 500,000 500,000 500,000 500,000 518,107 GBP 520,607 GBP 100.00% 100.00%
02/07/2024 0.48% 103.53 % 104.03 % 500,000 500,000 500,000 500,000 517,480 GBP 519,980 GBP 100.00% 100.00%

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