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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 486'971 | 486'971 | 470'088 GBP | 471'595 GBP | 100.00% | 100.00% |
12.07.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 486'987 | 486'987 | 471'567 GBP | 473'070 GBP | 100.00% | 100.00% |
11.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 486'972 | 486'972 | 471'142 GBP | 472'644 GBP | 100.00% | 100.00% |
10.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 470'474 GBP | 471'983 GBP | 100.00% | 100.00% |
09.07.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 486'970 | 486'970 | 470'682 GBP | 472'191 GBP | 100.00% | 100.00% |
08.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 471'149 GBP | 472'657 GBP | 100.00% | 100.00% |
05.07.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 486'970 | 486'970 | 472'718 GBP | 474'228 GBP | 100.00% | 100.00% |
04.07.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 486'899 | 486'899 | 471'907 GBP | 473'416 GBP | 99.45% | 99.45% |
03.07.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 469'332 GBP | 470'841 GBP | 100.00% | 100.00% |
02.07.2024 | 0.32% | 96.20 % | 96.51 % | 500'000 | 500'000 | 486'970 | 486'970 | 468'021 GBP | 469'529 GBP | 100.00% | 100.00% |