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
13/11/2024 0.31% 98.70 % 99.01 % 500,000 500,000 486,971 486,971 481,185 GBP 482,695 GBP 100.00% 100.00%
12/11/2024 0.31% 98.90 % 99.21 % 500,000 500,000 486,970 486,970 481,689 GBP 483,198 GBP 100.00% 100.00%
11/11/2024 0.31% 98.50 % 98.81 % 500,000 500,000 486,970 486,970 479,108 GBP 480,618 GBP 100.00% 100.00%
08/11/2024 0.31% 98.50 % 98.81 % 500,000 500,000 486,973 486,973 480,071 GBP 481,580 GBP 100.00% 100.00%
07/11/2024 0.31% 98.70 % 99.01 % 500,000 500,000 486,870 486,870 480,428 GBP 481,938 GBP 99.24% 99.24%
06/11/2024 0.31% 99.00 % 99.31 % 500,000 500,000 486,970 486,970 482,325 GBP 483,835 GBP 100.00% 100.00%
05/11/2024 0.31% 98.80 % 99.11 % 500,000 500,000 486,920 486,920 481,078 GBP 482,588 GBP 99.62% 99.62%
04/11/2024 0.31% 98.90 % 99.21 % 500,000 500,000 486,914 486,914 481,394 GBP 482,903 GBP 99.59% 99.59%
01/11/2024 0.31% 98.50 % 98.81 % 500,000 500,000 486,940 486,940 479,225 GBP 480,734 GBP 99.76% 99.76%
31/10/2024 0.31% 98.30 % 98.61 % 500,000 500,000 486,970 486,970 479,111 GBP 480,621 GBP 100.00% 100.00%

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