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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 12/11/2026 | 0.77% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,723,000 GBP | 49,098,000 GBP | 99.88% | 99.88% |
| 11/11/2026 | 0.77% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,585,900 GBP | 48,960,900 GBP | 98.96% | 98.96% |
| 10/11/2026 | 0.77% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,652,200 GBP | 49,027,200 GBP | 99.89% | 99.89% |
| 09/11/2026 | 1.02% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,575,100 GBP | 49,075,100 GBP | 84.45% | 84.45% |
| 06/11/2026 | 1.03% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,148,700 GBP | 48,648,700 GBP | 99.70% | 99.70% |
| 05/11/2026 | 0.78% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 49,323,200 GBP | 49,707,000 GBP | 99.12% | 99.12% |
| 04/11/2026 | 0.76% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 49,058,700 GBP | 49,433,700 GBP | 99.69% | 99.69% |
| 03/11/2026 | 0.77% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,421,000 GBP | 48,796,000 GBP | 99.60% | 99.60% |
| 02/11/2026 | 0.77% | 98.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,809,300 GBP | 49,184,300 GBP | 93.08% | 93.08% |
| 30/10/2026 | 0.76% | 98.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 48,915,900 GBP | 49,290,900 GBP | 99.69% | 99.69% |
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