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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 0.83% | 95.61 % | 96.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,947 GBP | 240,947 GBP | 100.00% | 100.00% |
| 12/07/2024 | 0.83% | 95.40 % | 96.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,774 GBP | 241,774 GBP | 100.00% | 100.00% |
| 11/07/2024 | 0.83% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,974 GBP | 241,974 GBP | 100.00% | 100.00% |
| 10/07/2024 | 0.84% | 95.23 % | 96.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,237 GBP | 240,237 GBP | 100.00% | 100.00% |
| 09/07/2024 | 0.84% | 95.21 % | 96.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,185 GBP | 240,185 GBP | 100.00% | 100.00% |
| 08/07/2024 | 0.84% | 95.31 % | 96.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,265 GBP | 240,265 GBP | 99.13% | 99.13% |
| 05/07/2024 | 0.84% | 95.24 % | 96.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,914 GBP | 239,914 GBP | 100.00% | 100.00% |
| 04/07/2024 | 0.84% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,853 GBP | 239,853 GBP | 100.00% | 100.00% |
| 03/07/2024 | 0.84% | 95.11 % | 95.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,452 GBP | 239,452 GBP | 99.87% | 99.87% |
| 02/07/2024 | 0.84% | 94.89 % | 95.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,345 GBP | 239,345 GBP | 100.00% | 100.00% |
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