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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.84% | 94.88 % | 95.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,321 GBP | 238,321 GBP | 99.94% | 99.94% |
| 20/11/2024 | 0.85% | 93.65 % | 94.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,524 GBP | 236,524 GBP | 99.96% | 99.96% |
| 19/11/2024 | 0.85% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,733 GBP | 236,733 GBP | 99.73% | 99.73% |
| 18/11/2024 | 0.84% | 94.38 % | 95.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,923 GBP | 237,923 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.18 % | 94.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,235 GBP | 237,235 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 93.44 % | 94.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,116 GBP | 235,116 GBP | 99.99% | 99.99% |
| 13/11/2024 | 0.86% | 92.19 % | 92.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,524 GBP | 232,524 GBP | 99.98% | 99.98% |
| 12/11/2024 | 0.86% | 92.03 % | 92.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,579 GBP | 233,579 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,277 GBP | 243,277 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.30 % | 97.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,146 GBP | 244,146 GBP | 99.93% | 99.93% |
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