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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 | 0.80% | 100.89 % | 101.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,253 GBP | 254,278 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 100.77 % | 101.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,200 GBP | 254,225 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.90 % | 101.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,203 GBP | 254,228 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,226 GBP | 254,251 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,886 GBP | 253,911 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,940 GBP | 253,965 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 100.67 % | 101.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,796 GBP | 253,821 GBP | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 100.73 % | 101.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,008 GBP | 254,033 GBP | 99.99% | 99.99% |
| 08/11/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,170 GBP | 254,195 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.87 % | 101.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,137 GBP | 254,162 GBP | 100.00% | 100.00% |
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