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 | 0.90% | 88.00 % | 88.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'905 GBP | 222'905 GBP | 100.00% | 100.00% |
19.11.2024 | 0.90% | 88.75 % | 89.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'054 GBP | 223'054 GBP | 99.81% | 99.81% |
18.11.2024 | 0.89% | 89.62 % | 90.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'336 GBP | 226'336 GBP | 100.00% | 100.00% |
15.11.2024 | 0.89% | 89.74 % | 90.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'685 GBP | 226'685 GBP | 100.00% | 100.00% |
14.11.2024 | 0.90% | 89.26 % | 90.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'062 GBP | 224'062 GBP | 99.97% | 99.97% |
13.11.2024 | 0.90% | 88.74 % | 89.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'009 GBP | 224'009 GBP | 100.00% | 100.00% |
12.11.2024 | 0.89% | 88.95 % | 89.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'632 GBP | 225'632 GBP | 99.95% | 99.95% |
11.11.2024 | 0.87% | 91.52 % | 92.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'129 GBP | 231'129 GBP | 100.00% | 100.00% |
08.11.2024 | 0.87% | 90.97 % | 91.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'816 GBP | 230'816 GBP | 99.99% | 99.99% |
07.11.2024 | 0.85% | 93.28 % | 94.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'955 GBP | 234'955 GBP | 99.97% | 99.97% |