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% | 100.70 % | 101.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'728 GBP | 253'753 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.66 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'650 GBP | 253'675 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.64 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'592 GBP | 253'617 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'450 GBP | 253'475 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'425 GBP | 253'450 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'400 GBP | 253'425 GBP | 99.48% | 99.48% |
05.07.2024 | 0.80% | 100.53 % | 101.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'349 GBP | 253'374 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.51 % | 101.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'275 GBP | 253'300 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'134 GBP | 253'159 GBP | 99.73% | 99.73% |
02.07.2024 | 0.80% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'037 GBP | 253'062 GBP | 100.00% | 100.00% |