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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.81% | 98.63 % | 99.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,544 GBP | 248,544 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,626 GBP | 248,626 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,506 GBP | 248,506 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,520 GBP | 248,520 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.56 % | 99.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,362 GBP | 248,362 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.54 % | 99.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,367 GBP | 248,367 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.57 % | 99.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,440 GBP | 248,440 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.60 % | 99.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,593 GBP | 248,593 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.65 % | 99.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,639 GBP | 248,639 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,497 GBP | 248,497 GBP | 100.00% | 100.00% |
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