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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 | 0.81% | 98.07 % | 98.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,026 GBP | 247,026 GBP | 100.00% | 100.00% |
| 19/11/2024 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,489 GBP | 246,489 GBP | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 98.06 % | 98.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,110 GBP | 247,110 GBP | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.25 % | 99.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,503 GBP | 248,503 GBP | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,952 GBP | 248,952 GBP | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,667 GBP | 248,667 GBP | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,599 GBP | 249,599 GBP | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,010 GBP | 250,010 GBP | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 98.99 % | 99.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,529 GBP | 249,529 GBP | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,450 GBP | 249,450 GBP | 100.00% | 100.00% |
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