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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% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,267 GBP | 252,283 GBP | 100.00% | 100.00% |
| 12/07/2024 | 0.80% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,715 GBP | 254,740 GBP | 100.00% | 100.00% |
| 11/07/2024 | 0.80% | 100.85 % | 101.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,037 GBP | 253,048 GBP | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.19 % | 99.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,016 GBP | 252,020 GBP | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,085 GBP | 252,087 GBP | 100.00% | 100.00% |
| 08/07/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,985 GBP | 250,985 GBP | 99.20% | 99.20% |
| 05/07/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,346 GBP | 250,346 GBP | 99.94% | 99.94% |
| 04/07/2024 | 0.81% | 98.40 % | 99.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,437 GBP | 247,437 GBP | 100.00% | 100.00% |
| 03/07/2024 | 0.81% | 98.18 % | 98.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,672 GBP | 246,672 GBP | 99.89% | 99.89% |
| 02/07/2024 | 0.83% | 96.77 % | 97.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,131 GBP | 243,131 GBP | 100.00% | 100.00% |
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