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 0.31% 98.50 % 98.81 % 500,000 500,000 486,969 486,969 479,371 GBP 480,879 GBP 100.00% 100.00%
19/11/2024 0.32% 98.00 % 98.31 % 500,000 500,000 486,950 486,950 477,886 GBP 479,395 GBP 99.85% 99.85%
18/11/2024 0.32% 98.00 % 98.31 % 500,000 500,000 486,974 486,974 476,262 GBP 477,772 GBP 100.00% 100.00%
15/11/2024 0.51% 97.60 % 98.10 % 500,000 500,000 486,970 486,970 475,173 GBP 477,608 GBP 100.00% 100.00%
14/11/2024 0.32% 96.80 % 97.11 % 500,000 500,000 486,852 486,852 470,157 GBP 471,666 GBP 99.10% 99.10%
13/11/2024 0.32% 96.80 % 97.11 % 500,000 500,000 486,971 486,971 471,941 GBP 473,450 GBP 100.00% 100.00%
12/11/2024 0.32% 96.90 % 97.21 % 500,000 500,000 486,970 486,970 473,449 GBP 474,959 GBP 100.00% 100.00%
11/11/2024 0.32% 97.70 % 98.01 % 500,000 500,000 486,970 486,970 476,450 GBP 477,960 GBP 100.00% 100.00%
08/11/2024 0.31% 98.70 % 99.01 % 500,000 500,000 486,973 486,973 481,378 GBP 482,887 GBP 100.00% 100.00%
07/11/2024 0.31% 99.40 % 99.71 % 500,000 500,000 486,869 486,869 482,878 GBP 484,388 GBP 99.23% 99.23%

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