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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,282 GBP | 252,286 GBP | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 100.82 % | 101.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,242 GBP | 253,264 GBP | 100.00% | 100.00% |
| 11/07/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,613 GBP | 251,613 GBP | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,815 GBP | 250,815 GBP | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,808 GBP | 249,808 GBP | 100.00% | 100.00% |
| 08/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,028 GBP | 251,028 GBP | 99.04% | 99.04% |
| 05/07/2024 | 0.80% | 99.40 % | 100.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,674 GBP | 250,674 GBP | 100.00% | 100.00% |
| 04/07/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,279 GBP | 250,279 GBP | 100.00% | 100.00% |
| 03/07/2024 | 0.81% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,319 GBP | 249,319 GBP | 99.90% | 99.90% |
| 02/07/2024 | 0.81% | 98.39 % | 99.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,335 GBP | 248,335 GBP | 100.00% | 100.00% |
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