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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.08.2024 | 0.32% | 98.00 % | 98.31 % | 500'000 | 500'000 | 486'970 | 486'970 | 477'189 GBP | 478'698 GBP | 100.00% | 100.00% |
28.08.2024 | 0.51% | 97.90 % | 98.40 % | 500'000 | 500'000 | 486'970 | 486'970 | 476'591 GBP | 479'026 GBP | 100.00% | 100.00% |
27.08.2024 | 0.31% | 98.10 % | 98.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 478'225 GBP | 479'733 GBP | 100.00% | 100.00% |
26.08.2024 | - | 97.80 % | 98.11 % | 50'000 | 50'000 | 0 | 0 | 0 GBP | 0 GBP | 0.00% | 0.00% |
23.08.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 486'968 | 486'968 | 475'787 GBP | 477'296 GBP | 99.98% | 99.98% |
22.08.2024 | 0.32% | 97.60 % | 97.91 % | 500'000 | 500'000 | 486'970 | 486'970 | 475'388 GBP | 476'890 GBP | 100.00% | 100.00% |
21.08.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 486'970 | 486'970 | 476'057 GBP | 477'565 GBP | 100.00% | 100.00% |
20.08.2024 | 0.31% | 97.90 % | 98.21 % | 500'000 | 500'000 | 486'974 | 486'974 | 477'284 GBP | 478'786 GBP | 100.00% | 100.00% |
19.08.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 486'877 | 486'877 | 477'374 GBP | 478'880 GBP | 99.29% | 99.29% |
16.08.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 477'811 GBP | 479'319 GBP | 100.00% | 100.00% |