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 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,696 GBP 498,196 GBP 99.37% 99.37%
19/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,983 GBP 498,483 GBP 100.00% 100.00%
18/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,500 GBP 498,000 GBP 100.00% 100.00%
15/11/2024 0.50% 99.20 % 99.70 % 500,000 500,000 500,000 500,000 495,995 GBP 498,495 GBP 100.00% 100.00%
14/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,500 GBP 498,000 GBP 99.10% 99.10%
13/11/2024 0.50% 99.00 % 99.50 % 500,000 500,000 500,000 500,000 495,000 GBP 497,500 GBP 100.00% 100.00%
12/11/2024 0.50% 98.90 % 99.40 % 500,000 500,000 500,000 500,000 494,500 GBP 497,000 GBP 100.00% 100.00%
11/11/2024 0.50% 98.90 % 99.40 % 500,000 496,000 500,000 496,009 494,500 GBP 493,033 GBP 100.00% 100.00%
08/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,500 GBP 498,000 GBP 100.00% 100.00%
07/11/2024 0.50% 99.10 % 99.60 % 500,000 500,000 500,000 500,000 495,386 GBP 497,886 GBP 99.23% 99.23%

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