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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 | 0.80% | 101.76 % | 102.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,394 GBP | 256,444 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 101.52 % | 102.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,959 GBP | 256,007 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,751 GBP | 255,792 GBP | 99.99% | 99.99% |
| 15/11/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,696 GBP | 255,737 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 101.20 % | 102.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,735 GBP | 254,760 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 101.16 % | 101.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,035 GBP | 255,060 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,943 GBP | 254,968 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 101.53 % | 102.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,091 GBP | 256,141 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 101.65 % | 102.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,693 GBP | 256,743 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 102.28 % | 103.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,428 GBP | 257,478 GBP | 99.95% | 99.95% |
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