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 0.23% 91.10 % 91.30 % 500,000 500,000 497,067 497,067 452,214 GBP 453,250 GBP 98.52% 98.52%
27/01/2026 0.23% 91.90 % 92.10 % 500,000 500,000 498,611 498,611 461,270 GBP 462,314 GBP 99.16% 99.16%
26/01/2026 0.23% 92.50 % 92.70 % 500,000 500,000 497,109 497,109 461,003 GBP 462,041 GBP 100.00% 100.00%
23/01/2026 0.23% 92.80 % 93.00 % 500,000 500,000 497,084 497,084 461,759 GBP 462,801 GBP 98.48% 98.48%
21/01/2026 0.23% 92.70 % 92.90 % 500,000 500,000 497,112 497,112 459,830 GBP 460,875 GBP 100.00% 100.00%
19/01/2026 0.23% 94.00 % 94.21 % 500,000 500,000 497,125 497,125 468,694 GBP 469,734 GBP 100.00% 100.00%
16/01/2026 0.38% 94.10 % 94.31 % 500,000 500,000 424,431 424,431 400,392 GBP 401,732 GBP 10.89% 108.27%
14/01/2026 0.40% 94.30 % 94.51 % 500,000 500,000 418,582 418,582 395,934 GBP 397,291 GBP 10.19% 109.52%
13/01/2026 0.36% 94.80 % 95.01 % 500,000 500,000 435,959 435,959 414,749 GBP 416,043 GBP 12.83% 112.15%
12/01/2026 0.39% 95.20 % 95.41 % 500,000 500,000 417,306 417,306 397,483 GBP 398,842 GBP 9.99% 109.83%

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