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% 99.90 % 100.10 % 500,000 500,000 497,071 497,071 497,416 GBP 498,453 GBP 98.66% 98.66%
27/01/2026 0.21% 100.20 % 100.40 % 500,000 500,000 498,607 498,607 499,204 GBP 500,248 GBP 99.14% 99.14%
26/01/2026 0.21% 100.00 % 100.20 % 500,000 500,000 497,109 497,109 497,073 GBP 498,111 GBP 100.00% 100.00%
23/01/2026 0.21% 99.60 % 99.80 % 500,000 500,000 497,076 497,076 496,212 GBP 497,254 GBP 98.22% 98.22%
21/01/2026 0.21% 100.10 % 100.30 % 500,000 500,000 497,112 497,112 498,621 GBP 499,666 GBP 100.00% 100.00%
19/01/2026 0.21% 100.00 % 100.21 % 500,000 500,000 497,125 497,125 497,674 GBP 498,714 GBP 100.00% 100.00%
16/01/2026 0.52% 100.10 % 100.31 % 500,000 500,000 366,284 366,284 366,549 GBP 367,984 GBP 13.18% 112.14%
14/01/2026 0.33% 100.20 % 100.41 % 500,000 500,000 437,530 437,530 440,158 GBP 441,443 GBP 13.28% 112.15%
13/01/2026 0.37% 100.60 % 100.81 % 500,000 500,000 418,439 418,439 419,449 GBP 420,810 GBP 10.07% 109.72%
12/01/2026 0.45% 100.20 % 100.41 % 500,000 500,000 389,839 389,839 390,644 GBP 392,023 GBP 13.26% 107.76%

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