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 0.59% 100.70 % 101.30 % 500,000 500,000 486,971 486,971 490,379 GBP 493,300 GBP 100.00% 100.00%
12/07/2024 0.59% 100.60 % 101.20 % 500,000 500,000 486,987 486,987 489,909 GBP 492,831 GBP 100.00% 100.00%
11/07/2024 0.60% 100.50 % 101.10 % 500,000 500,000 486,972 486,972 489,406 GBP 492,328 GBP 100.00% 100.00%
10/07/2024 0.60% 100.50 % 101.10 % 500,000 500,000 486,970 486,970 489,350 GBP 492,272 GBP 100.00% 100.00%
09/07/2024 0.59% 100.50 % 101.10 % 500,000 500,000 486,970 486,970 489,737 GBP 492,658 GBP 100.00% 100.00%
08/07/2024 0.60% 100.50 % 101.10 % 500,000 500,000 486,970 486,970 489,387 GBP 492,309 GBP 100.00% 100.00%
05/07/2024 0.60% 100.00 % 100.60 % 500,000 500,000 486,970 486,970 487,385 GBP 490,307 GBP 100.00% 100.00%
04/07/2024 0.60% 100.40 % 101.00 % 500,000 500,000 486,899 486,899 488,847 GBP 491,768 GBP 99.45% 99.45%
03/07/2024 0.60% 100.40 % 101.00 % 500,000 500,000 486,970 486,970 488,877 GBP 491,798 GBP 100.00% 100.00%
02/07/2024 0.60% 100.20 % 100.80 % 500,000 500,000 486,970 486,970 488,281 GBP 491,203 GBP 100.00% 100.00%

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