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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/01/2026 | 0.68% | 110.64 % | 111.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,600 GBP | 557,350 GBP | 97.51% | 97.51% |
| 27/01/2026 | 0.67% | 111.08 % | 111.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,544 GBP | 559,294 GBP | 100.00% | 100.00% |
| 26/01/2026 | 0.67% | 110.97 % | 111.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,067 GBP | 558,817 GBP | 100.00% | 100.00% |
| 23/01/2026 | 0.67% | 110.98 % | 111.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,239 GBP | 558,989 GBP | 100.00% | 100.00% |
| 21/01/2026 | 0.68% | 110.69 % | 111.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,385 GBP | 556,135 GBP | 98.63% | 98.63% |
| 19/01/2026 | 0.67% | 110.73 % | 111.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 553,723 GBP | 557,473 GBP | 99.48% | 99.48% |
| 16/01/2026 | 0.67% | 111.03 % | 111.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,406 GBP | 559,156 GBP | 96.99% | 96.99% |
| 14/01/2026 | 0.67% | 110.99 % | 111.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 554,891 GBP | 558,641 GBP | 100.00% | 100.00% |
| 13/01/2026 | 0.67% | 111.05 % | 111.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 555,449 GBP | 559,199 GBP | 99.84% | 99.84% |
| 12/01/2026 | 0.67% | 110.84 % | 111.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 554,074 GBP | 557,824 GBP | 99.74% | 99.74% |
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