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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.84% | 94.39 % | 95.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,041 GBP | 239,041 GBP | 99.78% | 99.78% |
| 19/11/2024 | 0.84% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,028 GBP | 238,028 GBP | 99.66% | 99.66% |
| 18/11/2024 | 0.84% | 95.08 % | 95.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,202 GBP | 239,202 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.98 % | 95.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,126 GBP | 240,126 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 95.99 % | 96.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,912 GBP | 240,912 GBP | 99.92% | 99.92% |
| 13/11/2024 | 0.84% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,786 GBP | 239,786 GBP | 99.86% | 99.86% |
| 12/11/2024 | 0.83% | 95.28 % | 96.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,707 GBP | 241,707 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.71 % | 97.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,026 GBP | 244,026 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.91 % | 96.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,336 GBP | 242,336 GBP | 99.87% | 99.87% |
| 07/11/2024 | 0.82% | 96.76 % | 97.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,127 GBP | 244,127 GBP | 100.00% | 100.00% |
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