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 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'696 GBP | 498'196 GBP | 99.37% | 99.37% |
19.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'983 GBP | 498'483 GBP | 100.00% | 100.00% |
18.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'500 GBP | 498'000 GBP | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'995 GBP | 498'495 GBP | 100.00% | 100.00% |
14.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'500 GBP | 498'000 GBP | 99.10% | 99.10% |
13.11.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'000 GBP | 497'500 GBP | 100.00% | 100.00% |
12.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'500 GBP | 497'000 GBP | 100.00% | 100.00% |
11.11.2024 | 0.50% | 98.90 % | 99.40 % | 500'000 | 496'000 | 500'000 | 496'009 | 494'500 GBP | 493'033 GBP | 100.00% | 100.00% |
08.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'500 GBP | 498'000 GBP | 100.00% | 100.00% |
07.11.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'386 GBP | 497'886 GBP | 99.23% | 99.23% |