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 | 0.50% | 99.14 % | 99.64 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'945 GBP | 199'945 GBP | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.58 % | 100.08 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'917 GBP | 199'917 GBP | 78.75% | 78.75% |
11.07.2024 | 0.50% | 99.12 % | 99.62 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'256 GBP | 199'256 GBP | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.05 % | 99.55 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'137 GBP | 199'137 GBP | 94.72% | 94.72% |
09.07.2024 | 0.50% | 98.69 % | 99.19 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'364 GBP | 199'364 GBP | 97.75% | 97.75% |
08.07.2024 | 0.50% | 99.35 % | 99.85 % | 200'000 | 200'000 | 200'000 | 200'000 | 199'390 GBP | 200'390 GBP | 99.78% | 99.78% |
05.07.2024 | 0.50% | 99.48 % | 99.98 % | 200'000 | 200'000 | 200'000 | 200'000 | 199'038 GBP | 200'038 GBP | 100.00% | 100.00% |
04.07.2024 | 0.50% | 99.50 % | 100.00 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'835 GBP | 199'835 GBP | 98.26% | 98.26% |
03.07.2024 | 0.50% | 99.19 % | 99.69 % | 200'000 | 200'000 | 200'000 | 200'000 | 198'568 GBP | 199'568 GBP | 100.00% | 100.00% |
02.07.2024 | 0.51% | 98.74 % | 99.24 % | 200'000 | 200'000 | 200'000 | 200'000 | 197'149 GBP | 198'149 GBP | 100.00% | 100.00% |