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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'632 GBP | 254'657 GBP | 99.98% | 99.98% |
20.11.2024 | 0.80% | 100.89 % | 101.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'253 GBP | 254'278 GBP | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.77 % | 101.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'200 GBP | 254'225 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.90 % | 101.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'203 GBP | 254'228 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.87 % | 101.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'226 GBP | 254'251 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'886 GBP | 253'911 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'940 GBP | 253'965 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.67 % | 101.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'796 GBP | 253'821 GBP | 99.99% | 99.99% |
11.11.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'008 GBP | 254'033 GBP | 99.99% | 99.99% |
08.11.2024 | 0.80% | 100.78 % | 101.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'170 GBP | 254'195 GBP | 100.00% | 100.00% |