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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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,643 GBP | 505,643 GBP | 97.95% | 97.95% |
| 19/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,966 GBP | 504,966 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,331 GBP | 506,331 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,715 GBP | 505,715 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,972 GBP | 503,972 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,148 GBP | 504,148 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,383 GBP | 503,383 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,217 GBP | 503,217 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,777 GBP | 500,777 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,954 GBP | 502,954 GBP | 99.23% | 99.23% |
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