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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.90% | 88.00 % | 88.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,905 GBP | 222,905 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 88.75 % | 89.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,054 GBP | 223,054 GBP | 99.81% | 99.81% |
| 18/11/2024 | 0.89% | 89.62 % | 90.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,336 GBP | 226,336 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.89% | 89.74 % | 90.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,685 GBP | 226,685 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.90% | 89.26 % | 90.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,062 GBP | 224,062 GBP | 99.97% | 99.97% |
| 13/11/2024 | 0.90% | 88.74 % | 89.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,009 GBP | 224,009 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 88.95 % | 89.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,632 GBP | 225,632 GBP | 99.95% | 99.95% |
| 11/11/2024 | 0.87% | 91.52 % | 92.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,129 GBP | 231,129 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 90.97 % | 91.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,816 GBP | 230,816 GBP | 99.99% | 99.99% |
| 07/11/2024 | 0.85% | 93.28 % | 94.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,955 GBP | 234,955 GBP | 99.97% | 99.97% |
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