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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 07/05/2024 | 0.48% | 104.79 % | 105.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,532 GBP | 525,032 GBP | 100.00% | 100.00% |
| 06/05/2024 | 0.48% | 104.09 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,321 GBP | 523,821 GBP | 100.00% | 100.00% |
| 03/05/2024 | 0.48% | 104.17 % | 104.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,903 GBP | 523,403 GBP | 99.99% | 99.99% |
| 02/05/2024 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,586 GBP | 522,086 GBP | 100.00% | 100.00% |
| 30/04/2024 | 0.48% | 103.92 % | 104.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,695 GBP | 521,195 GBP | 100.00% | 100.00% |
| 29/04/2024 | 0.48% | 104.13 % | 104.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,090 GBP | 522,590 GBP | 100.00% | 100.00% |
| 26/04/2024 | 0.48% | 103.98 % | 104.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,408 GBP | 520,908 GBP | 97.89% | 97.89% |
| 25/04/2024 | 0.48% | 103.29 % | 103.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,949 GBP | 520,449 GBP | 100.00% | 100.00% |
| 24/04/2024 | 0.48% | 103.95 % | 104.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,203 GBP | 521,703 GBP | 100.00% | 100.00% |
| 23/04/2024 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,792 GBP | 520,292 GBP | 100.00% | 100.00% |
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