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
25/11/2024 0.31% 99.80 % 100.11 % 500,000 500,000 486,970 486,970 485,242 GBP 486,751 GBP 100.00% 100.00%
22/11/2024 0.31% 99.80 % 100.11 % 500,000 500,000 486,961 486,961 485,987 GBP 487,497 GBP 99.90% 99.90%
20/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 486,886 486,886 485,274 GBP 486,782 GBP 99.37% 99.37%
19/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 486,943 486,943 485,499 GBP 487,009 GBP 99.82% 99.82%
18/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 486,974 486,974 485,542 GBP 487,052 GBP 100.00% 100.00%
15/11/2024 0.50% 99.50 % 100.00 % 500,000 500,000 486,970 486,970 484,535 GBP 486,970 GBP 100.00% 100.00%
14/11/2024 0.31% 99.60 % 99.91 % 500,000 500,000 486,852 486,852 484,905 GBP 486,414 GBP 99.10% 99.10%
13/11/2024 0.31% 99.80 % 100.11 % 500,000 500,000 486,971 486,971 485,976 GBP 487,486 GBP 100.00% 100.00%
12/11/2024 0.31% 99.70 % 100.01 % 500,000 500,000 486,970 486,970 485,520 GBP 487,029 GBP 100.00% 100.00%
11/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 486,970 486,970 486,218 GBP 487,728 GBP 100.00% 100.00%

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