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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'971 GBP | 249'971 GBP | 100.00% | 100.00% |
20.11.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'595 GBP | 248'595 GBP | 99.99% | 99.99% |
19.11.2024 | 0.81% | 98.43 % | 99.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'798 GBP | 247'798 GBP | 99.97% | 99.97% |
18.11.2024 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'013 GBP | 248'013 GBP | 100.00% | 100.00% |
15.11.2024 | 0.81% | 97.92 % | 98.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'872 GBP | 246'872 GBP | 99.98% | 99.98% |
14.11.2024 | 0.82% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'005 GBP | 246'005 GBP | 99.95% | 99.95% |
13.11.2024 | 0.83% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'333 GBP | 243'333 GBP | 99.82% | 99.82% |
12.11.2024 | 0.82% | 96.23 % | 97.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'172 GBP | 245'172 GBP | 99.76% | 99.76% |
11.11.2024 | 0.80% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'719 GBP | 249'719 GBP | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.88 % | 99.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'448 GBP | 248'448 GBP | 100.00% | 100.00% |