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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 100.35 % | 101.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'496 GBP | 252'503 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'696 GBP | 251'696 GBP | 99.99% | 99.99% |
10.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'138 GBP | 250'138 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'392 GBP | 250'392 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'449 GBP | 250'449 GBP | 99.67% | 99.67% |
05.07.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'727 GBP | 250'727 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'582 GBP | 250'582 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'689 GBP | 249'689 GBP | 99.61% | 99.61% |
02.07.2024 | 0.81% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'784 GBP | 248'784 GBP | 100.00% | 100.00% |
01.07.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'113 GBP | 250'113 GBP | 100.00% | 100.00% |