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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% | 97.91 % | 98.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,273 GBP | 247,273 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 98.22 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,170 GBP | 247,170 GBP | 99.95% | 99.95% |
| 18/11/2024 | 0.81% | 98.68 % | 99.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,776 GBP | 248,776 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,959 GBP | 247,959 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.11 % | 98.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,586 GBP | 246,586 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.54 % | 98.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,990 GBP | 245,990 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.53 % | 98.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,523 GBP | 246,523 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,541 GBP | 247,541 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.74 % | 98.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,248 GBP | 247,248 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.11 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,702 GBP | 249,702 GBP | 100.00% | 100.00% |
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