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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 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,735 GBP | 501,235 GBP | 100.00% | 100.00% |
| 12/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,000 GBP | 500,500 GBP | 100.00% | 100.00% |
| 11/07/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,660 GBP | 501,160 GBP | 100.00% | 100.00% |
| 10/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 GBP | 501,000 GBP | 100.00% | 100.00% |
| 09/07/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 GBP | 502,000 GBP | 100.00% | 100.00% |
| 08/07/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,849 GBP | 500,349 GBP | 100.00% | 100.00% |
| 05/07/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,160 GBP | 499,660 GBP | 100.00% | 100.00% |
| 04/07/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 GBP | 499,500 GBP | 99.45% | 99.45% |
| 03/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,046 GBP | 500,546 GBP | 100.00% | 100.00% |
| 02/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,067 GBP | 500,567 GBP | 100.00% | 100.00% |
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