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% | 99.70 % | 100.01 % | 500'000 | 500'000 | 486'886 | 486'886 | 485'274 GBP | 486'782 GBP | 99.37% | 99.37% |
19.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 486'943 | 486'943 | 485'499 GBP | 487'009 GBP | 99.82% | 99.82% |
18.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 486'974 | 486'974 | 485'542 GBP | 487'052 GBP | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 486'970 | 486'970 | 484'535 GBP | 486'970 GBP | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.60 % | 99.91 % | 500'000 | 500'000 | 486'852 | 486'852 | 484'905 GBP | 486'414 GBP | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 486'971 | 486'971 | 485'976 GBP | 487'486 GBP | 100.00% | 100.00% |
12.11.2024 | 0.31% | 99.70 % | 100.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 485'520 GBP | 487'029 GBP | 100.00% | 100.00% |
11.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 486'970 | 486'970 | 486'218 GBP | 487'728 GBP | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.80 % | 100.11 % | 500'000 | 500'000 | 486'973 | 486'973 | 485'999 GBP | 487'508 GBP | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 486'869 | 486'869 | 487'025 GBP | 488'534 GBP | 99.23% | 99.23% |