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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/01/2026 | 0.80% | 104.43 % | 105.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,373 GBP | 263,472 GBP | 99.99% | 99.99% |
| 27/01/2026 | 0.80% | 102.67 % | 103.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,305 GBP | 256,347 GBP | 90.57% | 90.57% |
| 26/01/2026 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,900 GBP | 256,945 GBP | 100.00% | 100.00% |
| 23/01/2026 | 0.80% | 101.00 % | 101.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,133 GBP | 255,163 GBP | 100.00% | 100.00% |
| 21/01/2026 | 0.80% | 101.01 % | 101.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,250 GBP | 251,256 GBP | 100.00% | 100.00% |
| 19/01/2026 | 0.81% | 98.93 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,002 GBP | 249,002 GBP | 100.00% | 100.00% |
| 16/01/2026 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,033 GBP | 251,036 GBP | 100.00% | 100.00% |
| 14/01/2026 | 0.81% | 100.36 % | 101.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,079 GBP | 247,080 GBP | 100.00% | 100.00% |
| 13/01/2026 | 0.82% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,249 GBP | 244,249 GBP | 100.00% | 100.00% |
| 12/01/2026 | 0.84% | 95.37 % | 96.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,165 GBP | 240,165 GBP | 100.00% | 100.00% |
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