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 0.30% 98.60 % 98.90 % 500,000 500,000 486,971 486,971 479,407 GBP 480,867 GBP 100.00% 100.00%
12/07/2024 0.30% 98.70 % 99.00 % 500,000 500,000 486,987 486,987 480,861 GBP 482,322 GBP 100.00% 100.00%
11/07/2024 0.30% 98.50 % 98.80 % 500,000 500,000 486,972 486,972 479,639 GBP 481,100 GBP 100.00% 100.00%
10/07/2024 0.31% 98.20 % 98.50 % 500,000 500,000 486,970 486,970 477,171 GBP 478,632 GBP 100.00% 100.00%
09/07/2024 0.31% 97.80 % 98.10 % 500,000 500,000 486,970 486,970 476,217 GBP 477,678 GBP 100.00% 100.00%
08/07/2024 0.31% 97.90 % 98.20 % 500,000 500,000 486,970 486,970 475,847 GBP 477,308 GBP 100.00% 100.00%
05/07/2024 0.31% 97.30 % 97.60 % 500,000 500,000 486,970 486,970 475,014 GBP 476,475 GBP 100.00% 100.00%
04/07/2024 0.31% 97.50 % 97.80 % 500,000 500,000 486,899 486,899 475,045 GBP 476,506 GBP 99.45% 99.45%
03/07/2024 0.31% 97.30 % 97.60 % 500,000 500,000 486,970 486,970 472,787 GBP 474,248 GBP 100.00% 100.00%
02/07/2024 0.31% 97.00 % 97.30 % 500,000 500,000 486,970 486,970 472,665 GBP 474,126 GBP 100.00% 100.00%

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