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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.47% | 106.08 % | 106.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,505 GBP | 533,005 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 106.07 % | 106.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,284 GBP | 532,784 GBP | 89.36% | 89.36% |
| 18/11/2024 | 0.47% | 106.11 % | 106.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,437 GBP | 532,937 GBP | 99.67% | 99.67% |
| 15/11/2024 | 0.47% | 106.04 % | 106.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,304 GBP | 532,804 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 106.07 % | 106.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,283 GBP | 532,783 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 106.00 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,976 GBP | 532,476 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 105.99 % | 106.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,022 GBP | 532,522 GBP | 98.72% | 98.72% |
| 11/11/2024 | 0.47% | 106.00 % | 106.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,012 GBP | 532,512 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 105.96 % | 106.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,803 GBP | 532,303 GBP | 99.83% | 99.83% |
| 07/11/2024 | 0.47% | 105.96 % | 106.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,732 GBP | 532,232 GBP | 100.00% | 100.00% |
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