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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.80% | 100.01 % | 100.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'888 GBP | 251'888 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.10 % | 100.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'185 GBP | 252'185 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'122 GBP | 252'122 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'138 GBP | 252'138 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'158 GBP | 252'158 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.04 % | 100.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'130 GBP | 252'130 GBP | 99.67% | 99.67% |
05.07.2024 | 0.80% | 100.11 % | 100.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'367 GBP | 252'367 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'382 GBP | 252'382 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.15 % | 100.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'217 GBP | 252'217 GBP | 99.78% | 99.78% |
02.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'983 GBP | 251'983 GBP | 100.00% | 100.00% |