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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| 06/11/2024 | 0.81% | 98.76 % | 99.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,639 GBP | 248,639 GBP | 99.74% | 99.74% |
| 05/11/2024 | 0.81% | 97.97 % | 98.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,353 GBP | 247,353 GBP | 100.00% | 100.00% |
| 04/11/2024 | 0.81% | 98.36 % | 99.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,565 GBP | 247,565 GBP | 100.00% | 100.00% |
| 01/11/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,099 GBP | 247,099 GBP | 100.00% | 100.00% |
| 31/10/2024 | 0.81% | 98.09 % | 98.89 % | 250,000 | 197,000 | 250,000 | 227,872 | 245,789 GBP | 225,879 GBP | 100.00% | 100.00% |
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