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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 11/03/2026 | 0.84% | 95.05 % | 95.85 % | 250,000 | 1,000 | 250,000 | 1,000 | 237,096 GBP | 956 GBP | 99.95% | 99.95% |
| 10/03/2026 | 0.83% | 95.68 % | 96.48 % | 250,000 | 1,000 | 250,000 | 1,000 | 239,160 GBP | 965 GBP | 99.92% | 99.92% |
| 06/03/2026 | 0.83% | 95.77 % | 96.57 % | 250,000 | 1,000 | 250,000 | 1,000 | 240,280 GBP | 969 GBP | 99.94% | 99.94% |
| 04/03/2026 | 0.27% | 98.11 % | 98.00 % | 250,000 | 2,000 | 254,495 | 1,756 | 248,687 GBP | 1,721 GBP | 53.86% | 100.00% |
| 03/03/2026 | 0.19% | 97.85 % | 97.71 % | 250,000 | 1,000 | 250,000 | 1,091 | 244,625 GBP | 1,070 GBP | 85.03% | 100.00% |
| 02/03/2026 | 0.42% | 98.92 % | 98.61 % | 250,000 | 1,000 | 252,447 | 1,051 | 249,723 GBP | 1,044 GBP | 79.35% | 100.00% |
| 27/02/2026 | 0.80% | 99.59 % | 100.39 % | 250,000 | 1,000 | 250,000 | 1,000 | 249,225 GBP | 1,005 GBP | 100.00% | 100.00% |
| 25/02/2026 | 0.80% | 99.48 % | 100.28 % | 250,000 | 1,000 | 250,000 | 1,000 | 248,373 GBP | 1,001 GBP | 100.00% | 100.00% |
| 24/02/2026 | 0.80% | 99.45 % | 100.25 % | 250,000 | 1,000 | 250,000 | 1,000 | 248,993 GBP | 1,004 GBP | 100.00% | 100.00% |
| 23/02/2026 | 0.80% | 99.65 % | 100.45 % | 250,000 | 1,000 | 250,000 | 1,000 | 249,105 GBP | 1,004 GBP | 100.00% | 100.00% |
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