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 | 0.49% | 102.23 % | 102.73 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'106 GBP | 513'606 GBP | 100.00% | 100.00% |
12.07.2024 | 0.49% | 102.17 % | 102.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'956 GBP | 512'456 GBP | 78.49% | 78.49% |
11.07.2024 | 0.49% | 101.95 % | 102.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'731 GBP | 511'231 GBP | 100.00% | 100.00% |
10.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'572 GBP | 510'072 GBP | 94.72% | 94.72% |
09.07.2024 | 0.49% | 101.41 % | 101.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'393 GBP | 510'893 GBP | 97.76% | 97.76% |
08.07.2024 | 0.49% | 101.72 % | 102.22 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'111 GBP | 511'611 GBP | 99.79% | 99.79% |
05.07.2024 | 0.49% | 101.84 % | 102.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'462 GBP | 511'962 GBP | 100.00% | 100.00% |
04.07.2024 | 0.49% | 101.74 % | 102.24 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'497 GBP | 510'997 GBP | 98.26% | 98.26% |
03.07.2024 | 0.49% | 101.24 % | 101.74 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'570 GBP | 508'070 GBP | 100.00% | 100.00% |
02.07.2024 | 0.49% | 101.04 % | 101.54 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'881 GBP | 507'381 GBP | 100.00% | 100.00% |