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
20/11/2024 0.31% 100.00 % 100.31 % 500,000 500,000 486,886 486,886 486,898 GBP 488,407 GBP 99.37% 99.37%
19/11/2024 0.31% 100.20 % 100.51 % 500,000 500,000 486,944 486,944 487,918 GBP 489,427 GBP 99.81% 99.81%
18/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 486,974 486,974 486,735 GBP 488,245 GBP 100.00% 100.00%
15/11/2024 0.50% 99.80 % 100.30 % 500,000 500,000 486,970 486,970 486,038 GBP 488,473 GBP 100.00% 100.00%
14/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 486,852 486,852 486,365 GBP 487,874 GBP 99.10% 99.10%
13/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 486,971 486,971 486,499 GBP 488,008 GBP 100.00% 100.00%
12/11/2024 0.31% 100.00 % 100.31 % 500,000 500,000 486,970 486,970 486,970 GBP 488,480 GBP 100.00% 100.00%
11/11/2024 0.31% 100.00 % 100.31 % 500,000 500,000 486,970 486,970 486,970 GBP 488,479 GBP 100.00% 100.00%
08/11/2024 0.31% 99.90 % 100.21 % 500,000 500,000 486,973 486,973 486,496 GBP 488,006 GBP 100.00% 100.00%
07/11/2024 0.31% 100.00 % 100.31 % 500,000 500,000 486,869 486,869 487,316 GBP 488,825 GBP 99.23% 99.23%

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