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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% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,965 GBP | 254,990 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,900 GBP | 254,925 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.15 % | 101.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,826 GBP | 254,851 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 101.13 % | 101.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,867 GBP | 254,892 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.14 % | 101.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,830 GBP | 254,855 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.09 % | 101.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,725 GBP | 254,750 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.07 % | 101.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,675 GBP | 254,700 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.06 % | 101.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,650 GBP | 254,675 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,625 GBP | 254,650 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,507 GBP | 254,532 GBP | 100.00% | 100.00% |
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