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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% | 93.94 % | 94.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,205 GBP | 237,205 GBP | 99.97% | 99.97% |
| 19/11/2024 | 0.85% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,378 GBP | 237,378 GBP | 99.58% | 99.58% |
| 18/11/2024 | 0.84% | 94.63 % | 95.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,172 GBP | 238,172 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.26 % | 95.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,531 GBP | 237,531 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.70 % | 95.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,400 GBP | 238,400 GBP | 99.99% | 99.99% |
| 13/11/2024 | 0.85% | 93.84 % | 94.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,793 GBP | 236,793 GBP | 99.99% | 99.99% |
| 12/11/2024 | 0.85% | 93.70 % | 94.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,626 GBP | 237,626 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.59 % | 96.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,761 GBP | 241,761 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.72 % | 96.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,737 GBP | 242,737 GBP | 99.92% | 99.92% |
| 07/11/2024 | 0.82% | 97.63 % | 98.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,897 GBP | 245,897 GBP | 100.00% | 100.00% |
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