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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 | 0.82% | 97.46 % | 98.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,531 GBP | 245,531 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 97.41 % | 98.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,707 GBP | 245,707 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,511 GBP | 245,511 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.39 % | 98.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,415 GBP | 245,415 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.25 % | 98.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,996 GBP | 244,996 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,082 GBP | 245,082 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,282 GBP | 245,282 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.38 % | 98.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,282 GBP | 245,282 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.19 % | 97.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,035 GBP | 244,035 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.09 % | 96.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,969 GBP | 241,969 GBP | 100.00% | 100.00% |
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