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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 | 0.80% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,812 GBP | 249,812 GBP | 99.91% | 99.91% |
| 19/11/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,478 GBP | 249,478 GBP | 99.36% | 99.36% |
| 18/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 90,000 | 250,000 | 186,922 | 248,052 GBP | 187,021 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.36 % | 100.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,842 GBP | 250,842 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,876 GBP | 250,876 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,157 GBP | 250,157 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,182 GBP | 251,182 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,057 GBP | 252,057 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.70 % | 100.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,276 GBP | 251,276 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.85 % | 100.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,133 GBP | 251,133 GBP | 100.00% | 100.00% |
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