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 0.21% 100.30 % 100.50 % 500,000 500,000 497,071 497,071 498,499 GBP 499,536 GBP 98.66% 98.66%
27/01/2026 0.21% 100.10 % 100.30 % 500,000 500,000 498,605 498,605 498,753 GBP 499,797 GBP 99.15% 99.15%
26/01/2026 0.21% 100.10 % 100.30 % 500,000 500,000 497,109 497,109 498,077 GBP 499,115 GBP 100.00% 100.00%
23/01/2026 0.21% 99.90 % 100.10 % 500,000 500,000 497,076 497,076 496,584 GBP 497,627 GBP 98.22% 98.22%
21/01/2026 0.21% 100.30 % 100.50 % 500,000 500,000 497,111 497,111 498,251 GBP 499,295 GBP 99.99% 99.99%
19/01/2026 0.21% 100.40 % 100.61 % 500,000 500,000 497,125 497,125 499,684 GBP 500,723 GBP 100.00% 100.00%
16/01/2026 0.33% 100.40 % 100.61 % 500,000 500,000 438,047 438,047 439,799 GBP 441,086 GBP 13.28% 110.08%
14/01/2026 0.33% 100.30 % 100.51 % 500,000 500,000 437,531 437,531 439,152 GBP 440,437 GBP 13.28% 66.64%
13/01/2026 0.33% 100.40 % 100.61 % 500,000 500,000 437,764 437,764 440,179 GBP 441,467 GBP 13.20% 111.69%
12/01/2026 0.35% 100.50 % 100.71 % 500,000 500,000 431,042 431,042 433,478 GBP 434,775 GBP 13.16% 104.35%

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