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 | 0.23% | 47.95 GBP | 48.06 GBP | 5'400 | 5'400 | 5'268 | 5'268 | 252'451 GBP | 253'026 GBP | 100.00% | 100.00% |
19.11.2024 | 0.23% | 47.65 GBP | 47.76 GBP | 5'500 | 5'500 | 5'349 | 5'349 | 254'711 GBP | 255'294 GBP | 100.00% | 100.00% |
18.11.2024 | 0.23% | 47.45 GBP | 47.56 GBP | 5'500 | 5'500 | 5'357 | 5'357 | 253'592 GBP | 254'176 GBP | 100.00% | 100.00% |
15.11.2024 | 0.42% | 47.10 GBP | 47.30 GBP | 5'600 | 5'600 | 5'412 | 5'412 | 254'222 GBP | 255'304 GBP | 100.00% | 100.00% |
14.11.2024 | 0.24% | 46.55 GBP | 46.66 GBP | 5'600 | 5'600 | 5'469 | 5'469 | 254'081 GBP | 254'678 GBP | 100.00% | 100.00% |
13.11.2024 | 0.23% | 46.55 GBP | 46.66 GBP | 5'600 | 5'600 | 5'445 | 5'445 | 254'398 GBP | 254'992 GBP | 100.00% | 100.00% |
12.11.2024 | 0.30% | 46.55 GBP | 46.66 GBP | 5'600 | 5'600 | 5'003 | 5'003 | 234'360 GBP | 235'021 GBP | 100.00% | 100.00% |
11.11.2024 | 0.23% | 47.45 GBP | 47.56 GBP | 5'500 | 5'500 | 5'270 | 5'270 | 251'046 GBP | 251'620 GBP | 100.00% | 100.00% |
08.11.2024 | 0.22% | 48.35 GBP | 48.46 GBP | 5'400 | 5'400 | 5'173 | 5'173 | 250'800 GBP | 251'364 GBP | 100.00% | 100.00% |
07.11.2024 | 0.22% | 49.35 GBP | 49.46 GBP | 5'100 | 5'100 | 4'972 | 4'972 | 244'863 GBP | 245'405 GBP | 99.34% | 99.34% |