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 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'965 GBP | 254'990 GBP | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'900 GBP | 254'925 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.15 % | 101.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'826 GBP | 254'851 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 101.13 % | 101.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'867 GBP | 254'892 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'830 GBP | 254'855 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'725 GBP | 254'750 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'675 GBP | 254'700 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.06 % | 101.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'650 GBP | 254'675 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.05 % | 101.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'625 GBP | 254'650 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 101.03 % | 101.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'507 GBP | 254'532 GBP | 100.00% | 100.00% |