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 0.25% 85.80 % 86.00 % 500,000 500,000 497,069 497,069 427,830 GBP 428,866 GBP 98.61% 98.61%
27/01/2026 0.24% 85.60 % 85.80 % 500,000 500,000 498,606 498,606 430,952 GBP 431,996 GBP 99.15% 99.15%
26/01/2026 0.24% 87.70 % 87.90 % 500,000 500,000 497,109 497,109 436,472 GBP 437,510 GBP 100.00% 100.00%
23/01/2026 0.24% 87.90 % 88.10 % 500,000 500,000 497,084 497,084 438,653 GBP 439,695 GBP 98.48% 98.48%
21/01/2026 0.24% 88.20 % 88.40 % 500,000 500,000 497,112 497,112 440,652 GBP 441,697 GBP 100.00% 100.00%
19/01/2026 0.68% 86.40 % 86.61 % 500,000 500,000 358,037 358,037 308,483 GBP 309,422 GBP 99.70% 99.70%
16/01/2026 0.42% 88.00 % 88.21 % 500,000 500,000 419,887 419,887 371,638 GBP 372,995 GBP 10.27% 110.10%
14/01/2026 0.43% 89.00 % 89.21 % 500,000 500,000 415,768 415,768 369,778 GBP 371,145 GBP 9.85% 109.37%
13/01/2026 0.45% 88.70 % 88.91 % 500,000 500,000 404,921 404,921 362,679 GBP 364,057 GBP 10.03% 110.01%
12/01/2026 0.46% 88.40 % 88.61 % 500,000 500,000 404,968 404,968 355,720 GBP 357,103 GBP 9.55% 109.40%

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