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% 100.60 % 100.91 % 500,000 500,000 486,886 486,886 489,807 GBP 491,316 GBP 99.37% 99.37%
19/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,960 486,960 489,395 GBP 490,905 GBP 99.94% 99.94%
18/11/2024 0.31% 100.60 % 100.91 % 500,000 500,000 486,974 486,974 489,750 GBP 491,259 GBP 100.00% 100.00%
15/11/2024 0.50% 100.40 % 100.90 % 500,000 500,000 486,970 486,970 488,918 GBP 491,353 GBP 100.00% 100.00%
14/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,852 486,852 489,286 GBP 490,795 GBP 99.10% 99.10%
13/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,971 486,971 489,406 GBP 490,915 GBP 100.00% 100.00%
12/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,970 486,970 489,405 GBP 490,915 GBP 100.00% 100.00%
11/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,970 486,970 489,405 GBP 490,914 GBP 100.00% 100.00%
08/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,973 486,973 489,407 GBP 490,917 GBP 100.00% 100.00%
07/11/2024 0.31% 100.50 % 100.81 % 500,000 500,000 486,869 486,869 489,304 GBP 490,813 GBP 99.23% 99.23%

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