I seldom trade London single options, but when I looked up a few LSE-listed underlyings, I see you can choose either ICEEU (Liffe) or Eurex. How do they compare?
I think the liquidity, though most look illiquid compared with the US, is with Liffe. Put the model price between bid/ask in IB TWS optiontrader and move your order towards the model price.
yeah, the bid-ask for some liquid singles like HSBC, BARC, BAE Systems are much wider than US small caps