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 | 0.84% | 94.39 % | 95.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'041 GBP | 239'041 GBP | 99.78% | 99.78% |
19.11.2024 | 0.84% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'028 GBP | 238'028 GBP | 99.66% | 99.66% |
18.11.2024 | 0.84% | 95.08 % | 95.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'202 GBP | 239'202 GBP | 100.00% | 100.00% |
15.11.2024 | 0.84% | 94.98 % | 95.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'126 GBP | 240'126 GBP | 100.00% | 100.00% |
14.11.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'912 GBP | 240'912 GBP | 99.92% | 99.92% |
13.11.2024 | 0.84% | 95.19 % | 95.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'786 GBP | 239'786 GBP | 99.86% | 99.86% |
12.11.2024 | 0.83% | 95.28 % | 96.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'707 GBP | 241'707 GBP | 100.00% | 100.00% |
11.11.2024 | 0.82% | 96.71 % | 97.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'026 GBP | 244'026 GBP | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.91 % | 96.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'336 GBP | 242'336 GBP | 99.87% | 99.87% |
07.11.2024 | 0.82% | 96.76 % | 97.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'127 GBP | 244'127 GBP | 100.00% | 100.00% |