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 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 486'971 | 486'971 | 480'471 GBP | 481'978 GBP | 100.00% | 100.00% |
12.07.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 486'987 | 486'987 | 480'347 GBP | 481'850 GBP | 100.00% | 100.00% |
11.07.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 486'972 | 486'972 | 479'740 GBP | 481'242 GBP | 100.00% | 100.00% |
10.07.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 486'970 | 486'970 | 478'816 GBP | 480'326 GBP | 100.00% | 100.00% |
09.07.2024 | 0.31% | 98.40 % | 98.71 % | 500'000 | 500'000 | 486'970 | 486'970 | 479'735 GBP | 481'245 GBP | 100.00% | 100.00% |
08.07.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 486'970 | 486'970 | 481'044 GBP | 482'552 GBP | 100.00% | 100.00% |
05.07.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 486'970 | 486'970 | 480'933 GBP | 482'443 GBP | 100.00% | 100.00% |
04.07.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 486'899 | 486'899 | 479'954 GBP | 481'463 GBP | 99.45% | 99.45% |
03.07.2024 | 0.32% | 98.30 % | 98.61 % | 500'000 | 500'000 | 486'970 | 486'970 | 478'219 GBP | 479'729 GBP | 100.00% | 100.00% |
02.07.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 476'113 GBP | 477'621 GBP | 100.00% | 100.00% |