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 | 1.98% | 86.00 % | 87.70 % | 500'000 | 500'000 | 486'886 | 486'886 | 417'534 GBP | 425'871 GBP | 99.37% | 99.37% |
19.11.2024 | 2.08% | 83.70 % | 85.60 % | 500'000 | 500'000 | 486'959 | 486'959 | 414'624 GBP | 423'341 GBP | 99.94% | 99.94% |
18.11.2024 | 1.83% | 87.20 % | 88.80 % | 500'000 | 500'000 | 486'975 | 486'975 | 425'069 GBP | 432'935 GBP | 100.00% | 100.00% |
15.11.2024 | 1.80% | 87.10 % | 88.70 % | 500'000 | 500'000 | 486'970 | 486'970 | 425'912 GBP | 433'650 GBP | 100.00% | 100.00% |
14.11.2024 | 2.26% | 85.00 % | 86.70 % | 500'000 | 500'000 | 486'852 | 486'852 | 405'858 GBP | 415'105 GBP | 99.10% | 99.10% |
13.11.2024 | 4.70% | 80.80 % | 82.90 % | 500'000 | 500'000 | 325'630 | 325'630 | 259'184 GBP | 270'295 GBP | 100.00% | 100.00% |
12.11.2024 | 2.32% | 81.10 % | 83.20 % | 500'000 | 500'000 | 486'970 | 486'970 | 404'752 GBP | 414'275 GBP | 100.00% | 100.00% |
11.11.2024 | 1.62% | 87.90 % | 89.50 % | 500'000 | 500'000 | 486'970 | 486'970 | 430'980 GBP | 438'000 GBP | 100.00% | 100.00% |
08.11.2024 | 1.23% | 87.60 % | 89.10 % | 500'000 | 500'000 | 486'973 | 486'973 | 435'898 GBP | 441'289 GBP | 100.00% | 100.00% |
07.11.2024 | 0.65% | 92.00 % | 92.60 % | 500'000 | 500'000 | 486'870 | 486'870 | 449'362 GBP | 452'283 GBP | 99.23% | 99.23% |