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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 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,422 GBP | 252,433 GBP | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,496 GBP | 252,503 GBP | 100.00% | 100.00% |
| 11/07/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,696 GBP | 251,696 GBP | 99.99% | 99.99% |
| 10/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,138 GBP | 250,138 GBP | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,392 GBP | 250,392 GBP | 100.00% | 100.00% |
| 08/07/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,449 GBP | 250,449 GBP | 99.67% | 99.67% |
| 05/07/2024 | 0.80% | 99.15 % | 99.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,727 GBP | 250,727 GBP | 100.00% | 100.00% |
| 04/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,582 GBP | 250,582 GBP | 100.00% | 100.00% |
| 03/07/2024 | 0.80% | 99.17 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,689 GBP | 249,689 GBP | 99.61% | 99.61% |
| 02/07/2024 | 0.81% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,784 GBP | 248,784 GBP | 100.00% | 100.00% |
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