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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,233 GBP | 251,234 GBP | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,736 GBP | 253,761 GBP | 100.00% | 100.00% |
| 11/07/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,655 GBP | 252,667 GBP | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,238 GBP | 251,238 GBP | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,880 GBP | 250,880 GBP | 100.00% | 100.00% |
| 08/07/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,564 GBP | 252,577 GBP | 99.11% | 99.11% |
| 05/07/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,766 GBP | 253,791 GBP | 100.00% | 100.00% |
| 04/07/2024 | 0.80% | 100.50 % | 101.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,268 GBP | 253,292 GBP | 100.00% | 100.00% |
| 03/07/2024 | 0.80% | 100.35 % | 101.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,416 GBP | 252,430 GBP | 99.95% | 99.95% |
| 02/07/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,458 GBP | 250,458 GBP | 100.00% | 100.00% |
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