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
25/11/2024 0.80% 99.84 % 100.64 % 250,000 250,000 250,000 250,000 248,812 GBP 250,812 GBP 99.41% 99.41%
22/11/2024 0.80% 99.26 % 100.06 % 250,000 250,000 250,000 250,000 247,971 GBP 249,971 GBP 100.00% 100.00%
20/11/2024 0.81% 98.64 % 99.44 % 250,000 250,000 250,000 250,000 246,595 GBP 248,595 GBP 99.99% 99.99%
19/11/2024 0.81% 98.43 % 99.23 % 250,000 250,000 250,000 250,000 245,798 GBP 247,798 GBP 99.97% 99.97%
18/11/2024 0.81% 98.50 % 99.30 % 250,000 250,000 250,000 250,000 246,013 GBP 248,013 GBP 100.00% 100.00%
15/11/2024 0.81% 97.92 % 98.72 % 250,000 250,000 250,000 250,000 244,872 GBP 246,872 GBP 99.98% 99.98%
14/11/2024 0.82% 97.89 % 98.69 % 250,000 250,000 250,000 250,000 244,005 GBP 246,005 GBP 99.95% 99.95%
13/11/2024 0.83% 97.34 % 98.14 % 250,000 250,000 250,000 250,000 241,333 GBP 243,333 GBP 99.82% 99.82%
12/11/2024 0.82% 96.23 % 97.03 % 250,000 250,000 250,000 250,000 243,172 GBP 245,172 GBP 99.76% 99.76%
11/11/2024 0.80% 99.21 % 100.01 % 250,000 250,000 250,000 250,000 247,719 GBP 249,719 GBP 100.00% 100.00%

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