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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.85% | 93.41 % | 94.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,059 GBP | 236,059 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.86% | 93.12 % | 93.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,585 GBP | 234,585 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.86% | 93.07 % | 93.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,336 GBP | 234,336 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.86% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,725 GBP | 232,725 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 92.39 % | 93.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,604 GBP | 232,604 GBP | 99.99% | 99.99% |
| 06/11/2024 | 0.86% | 92.22 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,797 GBP | 234,797 GBP | 98.83% | 98.83% |
| 05/11/2024 | 0.84% | 93.12 % | 93.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,029 GBP | 238,029 GBP | 100.00% | 100.00% |
| 04/11/2024 | 0.83% | 95.19 % | 95.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,595 GBP | 240,595 GBP | 100.00% | 100.00% |
| 01/11/2024 | 0.84% | 94.93 % | 95.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,784 GBP | 238,784 GBP | 100.00% | 100.00% |
| 31/10/2024 | 0.84% | 94.31 % | 95.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,488 GBP | 238,488 GBP | 100.00% | 100.00% |
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