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 0.32% 96.30 % 96.61 % 500,000 500,000 486,971 486,971 468,855 GBP 470,363 GBP 100.00% 100.00%
12/07/2024 0.32% 96.80 % 97.11 % 500,000 500,000 486,987 486,987 471,680 GBP 473,183 GBP 100.00% 100.00%
11/07/2024 0.32% 97.00 % 97.31 % 500,000 500,000 486,972 486,972 471,727 GBP 473,229 GBP 100.00% 100.00%
10/07/2024 0.32% 96.50 % 96.81 % 500,000 500,000 486,970 486,970 469,436 GBP 470,946 GBP 100.00% 100.00%
09/07/2024 0.32% 95.80 % 96.11 % 500,000 500,000 486,969 486,969 466,803 GBP 468,312 GBP 99.99% 99.99%
08/07/2024 0.32% 95.90 % 96.21 % 500,000 500,000 486,970 486,970 466,412 GBP 467,920 GBP 100.00% 100.00%
05/07/2024 0.32% 95.30 % 95.61 % 500,000 500,000 486,970 486,970 465,797 GBP 467,307 GBP 100.00% 100.00%
04/07/2024 0.32% 95.80 % 96.11 % 500,000 500,000 486,899 486,899 466,773 GBP 468,282 GBP 99.45% 99.45%
03/07/2024 0.32% 95.70 % 96.01 % 500,000 500,000 486,970 486,970 464,540 GBP 466,050 GBP 100.00% 100.00%
02/07/2024 0.32% 95.10 % 95.41 % 500,000 500,000 486,970 486,970 463,750 GBP 465,258 GBP 100.00% 100.00%

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