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
13/05/2024 0.19% 45.96 GBP 46.04 GBP 4,800 960 4,800 960 220,183 GBP 44,118 GBP 98.86% 98.86%
10/05/2024 0.18% 46.06 GBP 46.14 GBP 4,800 960 4,800 960 220,605 GBP 44,203 GBP 99.14% 99.14%
08/05/2024 0.44% 45.40 GBP 45.60 GBP 4,800 960 4,815 963 218,475 GBP 43,888 GBP 97.37% 97.37%
07/05/2024 0.19% 45.66 GBP 45.74 GBP 4,800 960 4,807 961 218,613 GBP 43,804 GBP 98.96% 98.96%
06/05/2024 - - GBP - GBP 0 0 0 0 0 GBP 0 GBP 0.00% 0.00%
03/05/2024 0.38% 44.70 GBP 44.90 GBP 4,900 980 4,900 980 219,245 GBP 44,016 GBP 99.09% 99.09%
02/05/2024 0.19% 44.66 GBP 44.74 GBP 4,900 980 4,900 980 219,369 GBP 43,957 GBP 96.69% 96.69%
30/04/2024 0.45% 44.50 GBP 44.70 GBP 4,900 980 4,891 978 218,699 GBP 43,935 GBP 98.92% 98.92%
29/04/2024 0.19% 44.66 GBP 44.74 GBP 4,900 980 4,900 980 219,411 GBP 43,966 GBP 99.17% 99.17%
26/04/2024 0.19% 44.16 GBP 44.24 GBP 5,000 1,000 4,981 996 219,046 GBP 43,894 GBP 98.88% 98.88%

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