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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.49% | 102.81 % | 103.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,085 GBP | 516,585 GBP | 100.00% | 100.00% |
| 15/05/2024 | 0.49% | 102.76 % | 103.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,466 GBP | 515,966 GBP | 100.00% | 100.00% |
| 14/05/2024 | 0.49% | 102.63 % | 103.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,024 GBP | 515,524 GBP | 100.00% | 100.00% |
| 13/05/2024 | 0.49% | 102.59 % | 103.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,013 GBP | 515,513 GBP | 100.00% | 100.00% |
| 10/05/2024 | 0.49% | 102.65 % | 103.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,140 GBP | 515,640 GBP | 100.00% | 100.00% |
| 08/05/2024 | 0.49% | 102.46 % | 102.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,227 GBP | 514,727 GBP | 100.00% | 100.00% |
| 07/05/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,843 GBP | 514,343 GBP | 100.00% | 100.00% |
| 06/05/2024 | 0.49% | 102.23 % | 102.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,019 GBP | 513,519 GBP | 100.00% | 100.00% |
| 03/05/2024 | 0.49% | 102.11 % | 102.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,390 GBP | 512,890 GBP | 100.00% | 100.00% |
| 02/05/2024 | 0.49% | 101.92 % | 102.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,599 GBP | 512,099 GBP | 100.00% | 100.00% |
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