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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.47% | 106.08 % | 106.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'505 GBP | 533'005 GBP | 100.00% | 100.00% |
19.11.2024 | 0.47% | 106.07 % | 106.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'284 GBP | 532'784 GBP | 89.36% | 89.36% |
18.11.2024 | 0.47% | 106.11 % | 106.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'437 GBP | 532'937 GBP | 99.67% | 99.67% |
15.11.2024 | 0.47% | 106.04 % | 106.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'304 GBP | 532'804 GBP | 100.00% | 100.00% |
14.11.2024 | 0.47% | 106.07 % | 106.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'283 GBP | 532'783 GBP | 100.00% | 100.00% |
13.11.2024 | 0.47% | 106.00 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'976 GBP | 532'476 GBP | 100.00% | 100.00% |
12.11.2024 | 0.47% | 105.99 % | 106.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'022 GBP | 532'522 GBP | 98.72% | 98.72% |
11.11.2024 | 0.47% | 106.00 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'012 GBP | 532'512 GBP | 100.00% | 100.00% |
08.11.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'803 GBP | 532'303 GBP | 99.83% | 99.83% |
07.11.2024 | 0.47% | 105.96 % | 106.46 % | 500'000 | 500'000 | 500'000 | 500'000 | 529'732 GBP | 532'232 GBP | 100.00% | 100.00% |