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 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 486'969 | 486'969 | 479'371 GBP | 480'879 GBP | 100.00% | 100.00% |
19.11.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 486'950 | 486'950 | 477'886 GBP | 479'395 GBP | 99.85% | 99.85% |
18.11.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 486'974 | 486'974 | 476'262 GBP | 477'772 GBP | 100.00% | 100.00% |
15.11.2024 | 0.51% | 97.60 % | 98.10 % | 500'000 | 500'000 | 486'970 | 486'970 | 475'173 GBP | 477'608 GBP | 100.00% | 100.00% |
14.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 486'852 | 486'852 | 470'157 GBP | 471'666 GBP | 99.10% | 99.10% |
13.11.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 486'971 | 486'971 | 471'941 GBP | 473'450 GBP | 100.00% | 100.00% |
12.11.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 486'970 | 486'970 | 473'449 GBP | 474'959 GBP | 100.00% | 100.00% |
11.11.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 476'450 GBP | 477'960 GBP | 100.00% | 100.00% |
08.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 486'973 | 486'973 | 481'378 GBP | 482'887 GBP | 100.00% | 100.00% |
07.11.2024 | 0.31% | 99.40 % | 99.71 % | 500'000 | 500'000 | 486'869 | 486'869 | 482'878 GBP | 484'388 GBP | 99.23% | 99.23% |