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 0.95% 83.22 % 84.02 % 250,000 250,000 250,000 250,000 210,267 GBP 212,267 GBP 99.89% 99.89%
19/11/2024 0.94% 84.52 % 85.32 % 250,000 250,000 250,000 250,000 211,419 GBP 213,419 GBP 99.68% 99.68%
18/11/2024 0.94% 85.08 % 85.88 % 250,000 250,000 250,000 250,000 212,472 GBP 214,472 GBP 100.00% 100.00%
15/11/2024 0.93% 85.44 % 86.24 % 250,000 250,000 250,000 250,000 214,013 GBP 216,013 GBP 100.00% 100.00%
14/11/2024 0.94% 85.42 % 86.22 % 250,000 250,000 250,000 250,000 211,278 GBP 213,278 GBP 99.95% 99.95%
13/11/2024 0.94% 83.54 % 84.34 % 250,000 250,000 250,000 250,000 212,465 GBP 214,465 GBP 99.87% 99.87%
12/11/2024 0.90% 86.51 % 87.31 % 250,000 250,000 250,000 250,000 221,195 GBP 223,195 GBP 99.96% 99.96%
11/11/2024 0.86% 92.66 % 93.46 % 250,000 250,000 250,000 250,000 231,023 GBP 233,023 GBP 99.94% 99.94%
08/11/2024 0.87% 91.70 % 92.50 % 250,000 250,000 250,000 250,000 229,978 GBP 231,978 GBP 99.98% 99.98%
07/11/2024 0.85% 93.82 % 94.62 % 250,000 250,000 250,000 250,000 234,085 GBP 236,085 GBP 99.93% 99.93%

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