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 | 0.49% | 101.25 % | 101.75 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'500 GBP | 203'500 GBP | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.25 % | 101.75 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'500 GBP | 203'500 GBP | 78.76% | 78.76% |
11.07.2024 | 0.49% | 101.24 % | 101.74 % | 200'000 | 200'000 | 199'979 | 200'000 | 202'458 GBP | 203'480 GBP | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.20 % | 101.70 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'400 GBP | 203'400 GBP | 94.73% | 94.73% |
09.07.2024 | 0.49% | 101.18 % | 101.68 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'360 GBP | 203'360 GBP | 97.76% | 97.76% |
08.07.2024 | 0.49% | 101.17 % | 101.67 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'340 GBP | 203'340 GBP | 99.78% | 99.78% |
05.07.2024 | 0.49% | 101.17 % | 101.67 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'340 GBP | 203'340 GBP | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.16 % | 101.66 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'320 GBP | 203'320 GBP | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.11 % | 101.61 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'220 GBP | 203'220 GBP | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.10 % | 101.60 % | 200'000 | 200'000 | 200'000 | 200'000 | 202'200 GBP | 203'200 GBP | 100.00% | 100.00% |