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 0.93% 86.10 % 87.01 % 500,000 500,000 486,446 486,446 417,369 GBP 421,230 GBP 99.99% 99.99%
12/07/2024 0.32% 95.70 % 96.01 % 500,000 500,000 486,987 486,987 464,110 GBP 465,613 GBP 100.00% 100.00%
11/07/2024 0.33% 94.80 % 95.11 % 500,000 500,000 486,972 486,972 459,631 GBP 461,133 GBP 100.00% 100.00%
10/07/2024 0.33% 94.20 % 94.51 % 500,000 500,000 486,970 486,970 459,629 GBP 461,139 GBP 100.00% 100.00%
09/07/2024 0.32% 94.20 % 94.51 % 500,000 500,000 486,970 486,970 463,790 GBP 465,300 GBP 100.00% 100.00%
08/07/2024 0.32% 96.10 % 96.41 % 500,000 500,000 486,970 486,970 467,342 GBP 468,850 GBP 100.00% 100.00%
05/07/2024 0.32% 95.60 % 95.91 % 500,000 500,000 486,969 486,969 466,239 GBP 467,749 GBP 99.99% 99.99%
04/07/2024 0.33% 94.80 % 95.11 % 500,000 500,000 486,899 486,899 462,348 GBP 463,857 GBP 99.45% 99.45%
03/07/2024 0.33% 94.70 % 95.01 % 500,000 500,000 486,970 486,970 458,052 GBP 459,561 GBP 100.00% 100.00%
02/07/2024 0.33% 93.60 % 93.91 % 500,000 500,000 486,970 486,970 455,770 GBP 457,278 GBP 100.00% 100.00%

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