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 1.18% 19.08 GBP 19.36 GBP 1,000 700 1,000 1,000 19,159 GBP 19,386 GBP 1.99% 98.15%
19/11/2024 1.15% 19.08 GBP 19.36 GBP 1,000 1,000 1,000 1,000 19,163 GBP 19,385 GBP 18.48% 93.70%
18/11/2024 1.16% 19.14 GBP 19.36 GBP 1,000 1,000 1,000 1,000 19,107 GBP 19,329 GBP 75.80% 75.80%
15/11/2024 1.17% 19.02 GBP 19.24 GBP 1,000 1,000 1,000 1,000 19,039 GBP 19,263 GBP 91.69% 91.69%
14/11/2024 1.17% 18.98 GBP 19.20 GBP 1,000 1,000 1,000 1,000 18,964 GBP 19,188 GBP 63.60% 63.60%
13/11/2024 1.16% 18.98 GBP 19.22 GBP 1,000 1,000 1,000 1,000 19,115 GBP 19,337 GBP 76.12% 76.12%
12/11/2024 1.16% 19.00 GBP 19.22 GBP 1,000 1,000 1,000 1,000 19,061 GBP 19,284 GBP 51.70% 51.70%
11/11/2024 1.15% 19.18 GBP 19.42 GBP 1,000 1,000 1,000 1,000 19,209 GBP 19,431 GBP 80.24% 80.24%
08/11/2024 1.13% 19.42 GBP 19.64 GBP 1,000 1,000 1,000 1,000 19,582 GBP 19,803 GBP 86.98% 86.98%
07/11/2024 1.11% 19.94 GBP 20.16 GBP 1,000 1,000 1,000 1,000 19,881 GBP 20,103 GBP 99.16% 99.16%

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