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 | 0.53% | 93.89 % | 94.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'583 GBP | 472'083 GBP | 100.00% | 100.00% |
19.11.2024 | 0.54% | 93.26 % | 93.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'285 GBP | 467'785 GBP | 89.36% | 89.36% |
18.11.2024 | 0.53% | 93.64 % | 94.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'322 GBP | 468'822 GBP | 99.67% | 99.67% |
15.11.2024 | 0.53% | 93.11 % | 93.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'315 GBP | 471'815 GBP | 100.00% | 100.00% |
14.11.2024 | 0.53% | 94.69 % | 95.19 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'680 GBP | 476'180 GBP | 100.00% | 100.00% |
13.11.2024 | 0.52% | 94.71 % | 95.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'128 GBP | 477'628 GBP | 100.00% | 100.00% |
12.11.2024 | 0.52% | 95.14 % | 95.64 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'101 GBP | 479'601 GBP | 98.72% | 98.72% |
11.11.2024 | 0.52% | 96.27 % | 96.77 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'486 GBP | 483'986 GBP | 100.00% | 100.00% |
08.11.2024 | 0.52% | 95.81 % | 96.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'502 GBP | 483'002 GBP | 99.83% | 99.83% |
07.11.2024 | 0.52% | 96.33 % | 96.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'680 GBP | 486'180 GBP | 100.00% | 100.00% |