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
03/12/2025 0.39% 94.30 % 94.51 % 500,000 500,000 418,605 418,605 394,054 GBP 395,391 GBP 10.11% 109.65%
02/12/2025 0.37% 94.00 % 94.21 % 500,000 500,000 432,591 432,591 406,479 GBP 407,783 GBP 12.27% 110.13%
28/11/2025 0.23% 94.50 % 94.71 % 500,000 500,000 497,060 497,060 469,896 GBP 470,943 GBP 97.94% 97.94%
27/11/2025 0.23% 94.60 % 94.81 % 500,000 500,000 497,074 497,074 470,996 GBP 472,042 GBP 98.63% 98.63%
26/11/2025 0.23% 94.60 % 94.81 % 500,000 500,000 497,109 497,109 472,183 GBP 473,230 GBP 99.47% 99.47%
25/11/2025 0.23% 95.20 % 95.41 % 500,000 500,000 497,086 497,086 472,763 GBP 473,809 GBP 99.21% 99.21%
24/11/2025 0.22% 95.50 % 95.71 % 500,000 500,000 497,101 497,101 475,455 GBP 476,501 GBP 99.74% 99.74%
21/11/2025 0.22% 95.60 % 95.81 % 500,000 500,000 497,075 497,075 475,183 GBP 476,229 GBP 98.86% 98.86%
20/11/2025 0.22% 95.60 % 95.81 % 500,000 500,000 497,116 497,116 475,897 GBP 476,943 GBP 99.67% 99.67%
19/11/2025 0.22% 96.00 % 96.21 % 500,000 500,000 497,102 497,102 477,742 GBP 478,788 GBP 98.98% 98.98%

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