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 | 0.82% | 97.46 % | 98.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'531 GBP | 245'531 GBP | 100.00% | 100.00% |
19.11.2024 | 0.82% | 97.41 % | 98.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'707 GBP | 245'707 GBP | 100.00% | 100.00% |
18.11.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'511 GBP | 245'511 GBP | 100.00% | 100.00% |
15.11.2024 | 0.82% | 97.39 % | 98.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'415 GBP | 245'415 GBP | 100.00% | 100.00% |
14.11.2024 | 0.82% | 97.25 % | 98.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'996 GBP | 244'996 GBP | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'082 GBP | 245'082 GBP | 100.00% | 100.00% |
12.11.2024 | 0.82% | 97.30 % | 98.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'282 GBP | 245'282 GBP | 100.00% | 100.00% |
11.11.2024 | 0.82% | 97.38 % | 98.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'282 GBP | 245'282 GBP | 100.00% | 100.00% |
08.11.2024 | 0.82% | 97.19 % | 97.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'035 GBP | 244'035 GBP | 100.00% | 100.00% |
07.11.2024 | 0.83% | 96.09 % | 96.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'969 GBP | 241'969 GBP | 100.00% | 100.00% |