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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 | 0.85% | 93.51 % | 94.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,032 GBP | 236,032 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.85% | 93.30 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,275 GBP | 235,275 GBP | 99.94% | 99.94% |
| 18/11/2024 | 0.85% | 93.48 % | 94.28 % | 250,000 | 235,000 | 250,000 | 236,550 | 233,489 GBP | 222,823 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.55 % | 94.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,108 GBP | 236,108 GBP | 99.96% | 99.96% |
| 14/11/2024 | 0.85% | 94.09 % | 94.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,501 GBP | 236,501 GBP | 100.00% | 100.00% |
| 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% |
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