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 0.23% 47.25 GBP 47.36 GBP 5,000 5,000 4,824 4,824 228,455 GBP 228,980 GBP 100.00% 100.00%
12/07/2024 0.23% 47.55 GBP 47.66 GBP 4,900 4,900 4,774 4,774 226,756 GBP 227,276 GBP 100.00% 100.00%
11/07/2024 0.23% 47.45 GBP 47.56 GBP 4,900 4,900 4,774 4,774 226,683 GBP 227,203 GBP 99.98% 99.98%
10/07/2024 0.23% 47.25 GBP 47.36 GBP 5,000 5,000 4,877 4,877 229,863 GBP 230,394 GBP 100.00% 100.00%
09/07/2024 0.23% 47.25 GBP 47.36 GBP 5,000 5,000 4,862 4,862 229,974 GBP 230,504 GBP 100.00% 100.00%
08/07/2024 0.23% 47.15 GBP 47.26 GBP 5,000 5,000 4,870 4,870 229,611 GBP 230,142 GBP 100.00% 100.00%
05/07/2024 0.23% 47.35 GBP 47.46 GBP 5,000 5,000 4,792 4,792 227,563 GBP 228,086 GBP 100.00% 100.00%
04/07/2024 0.23% 47.75 GBP 47.86 GBP 4,900 4,900 4,772 4,772 227,789 GBP 228,309 GBP 99.46% 99.46%
03/07/2024 0.23% 47.65 GBP 47.76 GBP 4,900 4,900 4,792 4,792 227,535 GBP 228,057 GBP 99.99% 99.99%
02/07/2024 0.23% 46.85 GBP 46.96 GBP 5,100 5,100 4,954 4,954 232,621 GBP 233,161 GBP 99.99% 99.99%

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