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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.04.2025 | 0.33% | 96.70 % | 97.01 % | 500'000 | 100'000 | 497'082 | 99'416 | 480'262 GBP | 96'361 GBP | 99.07% | 99.07% |
23.04.2025 | 0.33% | 97.90 % | 98.21 % | 500'000 | 100'000 | 487'868 | 97'574 | 477'948 GBP | 95'901 GBP | 99.91% | 99.91% |
22.04.2025 | 0.53% | 96.10 % | 96.60 % | 500'000 | 500'000 | 497'065 | 497'065 | 477'035 GBP | 479'524 GBP | 98.42% | 98.42% |
17.04.2025 | 0.33% | 95.30 % | 95.61 % | 500'000 | 500'000 | 497'109 | 497'109 | 472'185 GBP | 473'729 GBP | 100.00% | 100.00% |
16.04.2025 | 0.50% | 94.10 % | 94.41 % | 500'000 | 500'000 | 456'446 | 456'446 | 427'190 GBP | 429'147 GBP | 99.99% | 99.99% |
15.04.2025 | - | 91.80 % | - % | 500'000 | 0 | 0 | 0 | 0 GBP | 0 GBP | 0.00% | 99.99% |
14.04.2025 | - | 88.90 % | - % | 500'000 | 0 | 0 | 0 | 0 GBP | 0 GBP | 0.00% | 100.00% |
11.04.2025 | - | 83.60 % | - % | 500'000 | 0 | 0 | 0 | 0 GBP | 0 GBP | 0.00% | 99.35% |
10.04.2025 | - | 88.20 % | - % | 250'000 | 0 | 0 | 0 | 0 GBP | 0 GBP | 0.00% | 99.69% |
09.04.2025 | 3.86% | 80.87 % | 83.50 % | 100'000 | 100'000 | 112'264 | 112'264 | 93'600 GBP | 97'295 GBP | 98.70% | 98.70% |