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 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 486'970 | 486'970 | 467'846 GBP | 469'354 GBP | 100.00% | 100.00% |
19.11.2024 | 0.32% | 96.40 % | 96.71 % | 500'000 | 500'000 | 486'944 | 486'944 | 470'132 GBP | 471'642 GBP | 99.81% | 99.81% |
18.11.2024 | 0.32% | 96.60 % | 96.91 % | 500'000 | 500'000 | 486'974 | 486'974 | 470'000 GBP | 471'510 GBP | 100.00% | 100.00% |
15.11.2024 | 0.52% | 96.20 % | 96.70 % | 500'000 | 500'000 | 486'970 | 486'970 | 468'157 GBP | 470'592 GBP | 100.00% | 100.00% |
14.11.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 486'852 | 486'852 | 466'266 GBP | 467'776 GBP | 99.10% | 99.10% |
13.11.2024 | 0.33% | 94.60 % | 94.91 % | 500'000 | 500'000 | 486'971 | 486'971 | 460'561 GBP | 462'070 GBP | 100.00% | 100.00% |
12.11.2024 | 0.33% | 94.70 % | 95.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 462'911 GBP | 464'420 GBP | 100.00% | 100.00% |
11.11.2024 | 0.32% | 95.10 % | 95.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 464'135 GBP | 465'644 GBP | 100.00% | 100.00% |
08.11.2024 | 0.32% | 95.60 % | 95.91 % | 500'000 | 500'000 | 486'973 | 486'973 | 467'473 GBP | 468'983 GBP | 100.00% | 100.00% |
07.11.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 486'711 | 486'711 | 469'085 GBP | 470'594 GBP | 98.05% | 98.05% |