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 0.31% 98.60 % 98.91 % 500,000 500,000 486,971 486,971 480,424 GBP 481,932 GBP 100.00% 100.00%
12/07/2024 0.31% 98.50 % 98.81 % 500,000 500,000 486,987 486,987 479,667 GBP 481,170 GBP 100.00% 100.00%
11/07/2024 0.31% 98.70 % 99.01 % 500,000 500,000 486,972 486,972 480,201 GBP 481,703 GBP 100.00% 100.00%
10/07/2024 0.31% 98.30 % 98.61 % 500,000 500,000 486,970 486,970 478,688 GBP 480,198 GBP 100.00% 100.00%
09/07/2024 0.32% 97.70 % 98.01 % 500,000 500,000 486,970 486,970 476,297 GBP 477,807 GBP 100.00% 100.00%
08/07/2024 0.31% 98.20 % 98.51 % 500,000 500,000 486,970 486,970 478,197 GBP 479,705 GBP 100.00% 100.00%
05/07/2024 0.32% 98.10 % 98.41 % 500,000 500,000 486,970 486,970 477,017 GBP 478,526 GBP 100.00% 100.00%
04/07/2024 0.32% 97.80 % 98.11 % 500,000 500,000 486,899 486,899 476,187 GBP 477,697 GBP 99.45% 99.45%
03/07/2024 0.32% 97.80 % 98.11 % 500,000 500,000 486,970 486,970 476,229 GBP 477,738 GBP 100.00% 100.00%
02/07/2024 0.32% 97.80 % 98.11 % 500,000 500,000 486,970 486,970 475,942 GBP 477,450 GBP 100.00% 100.00%

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