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% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'081 GBP | 256'131 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.68 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'208 GBP | 256'258 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'036 GBP | 256'086 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.54 % | 102.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'819 GBP | 255'869 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'762 GBP | 255'808 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'677 GBP | 255'714 GBP | 99.66% | 99.66% |
05.07.2024 | 0.80% | 104.20 % | 105.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'628 GBP | 262'728 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 104.18 % | 105.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'501 GBP | 262'601 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 104.13 % | 104.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'265 GBP | 262'365 GBP | 99.77% | 99.77% |
02.07.2024 | 0.80% | 103.95 % | 104.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'777 GBP | 261'853 GBP | 100.00% | 100.00% |