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 1.98% 86.00 % 87.70 % 500,000 500,000 486,886 486,886 417,534 GBP 425,871 GBP 99.37% 99.37%
19/11/2024 2.08% 83.70 % 85.60 % 500,000 500,000 486,959 486,959 414,624 GBP 423,341 GBP 99.94% 99.94%
18/11/2024 1.83% 87.20 % 88.80 % 500,000 500,000 486,975 486,975 425,069 GBP 432,935 GBP 100.00% 100.00%
15/11/2024 1.80% 87.10 % 88.70 % 500,000 500,000 486,970 486,970 425,912 GBP 433,650 GBP 100.00% 100.00%
14/11/2024 2.26% 85.00 % 86.70 % 500,000 500,000 486,852 486,852 405,858 GBP 415,105 GBP 99.10% 99.10%
13/11/2024 4.70% 80.80 % 82.90 % 500,000 500,000 325,630 325,630 259,184 GBP 270,295 GBP 100.00% 100.00%
12/11/2024 2.32% 81.10 % 83.20 % 500,000 500,000 486,970 486,970 404,752 GBP 414,275 GBP 100.00% 100.00%
11/11/2024 1.62% 87.90 % 89.50 % 500,000 500,000 486,970 486,970 430,980 GBP 438,000 GBP 100.00% 100.00%
08/11/2024 1.23% 87.60 % 89.10 % 500,000 500,000 486,973 486,973 435,898 GBP 441,289 GBP 100.00% 100.00%
07/11/2024 0.65% 92.00 % 92.60 % 500,000 500,000 486,870 486,870 449,362 GBP 452,283 GBP 99.23% 99.23%

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