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
14/06/2024 0.30% 99.00 % 99.30 % 500,000 500,000 486,986 486,986 481,810 GBP 483,271 GBP 100.00% 100.00%
13/06/2024 0.30% 99.20 % 99.50 % 500,000 500,000 486,875 486,875 482,969 GBP 484,429 GBP 99.28% 99.28%
12/06/2024 0.30% 99.40 % 99.70 % 500,000 500,000 486,970 486,970 483,954 GBP 485,415 GBP 100.00% 100.00%
11/06/2024 0.30% 99.10 % 99.40 % 500,000 500,000 486,979 486,979 483,297 GBP 484,758 GBP 100.00% 100.00%
10/06/2024 0.30% 99.50 % 99.80 % 500,000 500,000 486,970 486,970 484,431 GBP 485,892 GBP 100.00% 100.00%
07/06/2024 0.30% 99.40 % 99.70 % 500,000 500,000 486,970 486,970 483,755 GBP 485,216 GBP 100.00% 100.00%
05/06/2024 0.30% 99.30 % 99.60 % 500,000 500,000 486,970 486,970 483,296 GBP 484,757 GBP 100.00% 100.00%
04/06/2024 0.30% 99.60 % 99.90 % 500,000 500,000 486,971 486,971 485,178 GBP 486,639 GBP 100.00% 100.00%
03/06/2024 0.30% 99.80 % 100.10 % 500,000 500,000 486,968 486,968 486,264 GBP 487,725 GBP 100.00% 100.00%
31/05/2024 0.30% 99.80 % 100.10 % 500,000 500,000 486,971 486,971 486,046 GBP 487,507 GBP 99.94% 99.94%

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