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 | 0.46% | 108.59 % | 109.09 % | 200'000 | 200'000 | 200'000 | 200'000 | 217'206 GBP | 218'206 GBP | 100.00% | 100.00% |
12.07.2024 | 0.46% | 108.61 % | 109.11 % | 200'000 | 200'000 | 200'000 | 200'000 | 217'194 GBP | 218'194 GBP | 78.50% | 78.50% |
11.07.2024 | 0.46% | 108.52 % | 109.02 % | 200'000 | 200'000 | 200'000 | 200'000 | 217'103 GBP | 218'103 GBP | 100.00% | 100.00% |
10.07.2024 | 0.46% | 108.47 % | 108.97 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'906 GBP | 217'906 GBP | 94.72% | 94.72% |
09.07.2024 | 0.46% | 108.42 % | 108.92 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'891 GBP | 217'891 GBP | 97.76% | 97.76% |
08.07.2024 | 0.46% | 108.37 % | 108.87 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'779 GBP | 217'779 GBP | 99.79% | 99.79% |
05.07.2024 | 0.46% | 108.35 % | 108.85 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'750 GBP | 217'750 GBP | 100.00% | 100.00% |
04.07.2024 | 0.46% | 108.46 % | 108.96 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'896 GBP | 217'896 GBP | 98.26% | 98.26% |
03.07.2024 | 0.46% | 108.41 % | 108.91 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'731 GBP | 217'731 GBP | 100.00% | 100.00% |
02.07.2024 | 0.46% | 108.19 % | 108.69 % | 200'000 | 200'000 | 200'000 | 200'000 | 216'349 GBP | 217'349 GBP | 100.00% | 100.00% |