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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/05/2024 | 0.80% | 102.41 % | 103.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,708 GBP | 257,758 GBP | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 102.18 % | 103.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,465 GBP | 257,515 GBP | 100.00% | 100.00% |
| 13/05/2024 | 0.80% | 102.23 % | 103.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,306 GBP | 257,356 GBP | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,119 GBP | 257,169 GBP | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,310 GBP | 256,360 GBP | 100.00% | 100.00% |
| 07/05/2024 | 0.80% | 104.81 % | 105.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,037 GBP | 264,137 GBP | 100.00% | 100.00% |
| 06/05/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,547 GBP | 263,647 GBP | 100.00% | 100.00% |
| 03/05/2024 | 0.80% | 104.67 % | 105.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,722 GBP | 262,822 GBP | 98.95% | 98.95% |
| 02/05/2024 | 0.80% | 103.05 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,358 GBP | 259,433 GBP | 100.00% | 100.00% |
| 30/04/2024 | 0.80% | 103.06 % | 103.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,854 GBP | 259,929 GBP | 100.00% | 100.00% |
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