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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% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,647 GBP | 253,672 GBP | 100.00% | 100.00% |
| 14/05/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,506 GBP | 252,514 GBP | 100.00% | 100.00% |
| 13/05/2024 | 0.80% | 100.16 % | 100.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,292 GBP | 252,293 GBP | 100.00% | 100.00% |
| 10/05/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,154 GBP | 252,154 GBP | 100.00% | 100.00% |
| 08/05/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,742 GBP | 249,742 GBP | 100.00% | 100.00% |
| 07/05/2024 | 0.81% | 98.27 % | 99.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,484 GBP | 247,484 GBP | 100.00% | 100.00% |
| 06/05/2024 | 0.82% | 97.44 % | 98.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,670 GBP | 245,670 GBP | 100.00% | 100.00% |
| 03/05/2024 | 0.82% | 97.30 % | 98.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,270 GBP | 245,270 GBP | 99.59% | 99.59% |
| 02/05/2024 | 0.82% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,750 GBP | 244,750 GBP | 100.00% | 100.00% |
| 30/04/2024 | 0.82% | 97.00 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,150 GBP | 245,150 GBP | 100.00% | 100.00% |
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