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 | 0.80% | 102.14 % | 102.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'294 GBP | 257'344 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'390 GBP | 258'445 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 102.40 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'720 GBP | 258'782 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 102.71 % | 103.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'124 GBP | 258'177 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'556 GBP | 255'592 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.28 % | 102.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'765 GBP | 255'807 GBP | 99.66% | 99.66% |
05.07.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'445 GBP | 255'476 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'943 GBP | 253'968 GBP | 76.06% | 76.06% |
03.07.2024 | 0.80% | 100.88 % | 101.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'907 GBP | 253'932 GBP | 99.61% | 99.61% |
02.07.2024 | 0.80% | 100.73 % | 101.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'600 GBP | 254'625 GBP | 99.99% | 99.99% |