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 0.23% 47.95 GBP 48.06 GBP 5,400 5,400 5,268 5,268 252,451 GBP 253,026 GBP 100.00% 100.00%
19/11/2024 0.23% 47.65 GBP 47.76 GBP 5,500 5,500 5,349 5,349 254,711 GBP 255,294 GBP 100.00% 100.00%
18/11/2024 0.23% 47.45 GBP 47.56 GBP 5,500 5,500 5,357 5,357 253,592 GBP 254,176 GBP 100.00% 100.00%
15/11/2024 0.42% 47.10 GBP 47.30 GBP 5,600 5,600 5,412 5,412 254,222 GBP 255,304 GBP 100.00% 100.00%
14/11/2024 0.24% 46.55 GBP 46.66 GBP 5,600 5,600 5,469 5,469 254,081 GBP 254,678 GBP 100.00% 100.00%
13/11/2024 0.23% 46.55 GBP 46.66 GBP 5,600 5,600 5,445 5,445 254,398 GBP 254,992 GBP 100.00% 100.00%
12/11/2024 0.30% 46.55 GBP 46.66 GBP 5,600 5,600 5,003 5,003 234,360 GBP 235,021 GBP 100.00% 100.00%
11/11/2024 0.23% 47.45 GBP 47.56 GBP 5,500 5,500 5,270 5,270 251,046 GBP 251,620 GBP 100.00% 100.00%
08/11/2024 0.22% 48.35 GBP 48.46 GBP 5,400 5,400 5,173 5,173 250,800 GBP 251,364 GBP 100.00% 100.00%
07/11/2024 0.22% 49.35 GBP 49.46 GBP 5,100 5,100 4,972 4,972 244,863 GBP 245,405 GBP 99.34% 99.34%

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