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 | 0.93% | 86.10 % | 87.01 % | 500'000 | 500'000 | 486'446 | 486'446 | 417'369 GBP | 421'230 GBP | 99.99% | 99.99% |
12.07.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 486'987 | 486'987 | 464'110 GBP | 465'613 GBP | 100.00% | 100.00% |
11.07.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 486'972 | 486'972 | 459'631 GBP | 461'133 GBP | 100.00% | 100.00% |
10.07.2024 | 0.33% | 94.20 % | 94.51 % | 500'000 | 500'000 | 486'970 | 486'970 | 459'629 GBP | 461'139 GBP | 100.00% | 100.00% |
09.07.2024 | 0.32% | 94.20 % | 94.51 % | 500'000 | 500'000 | 486'970 | 486'970 | 463'790 GBP | 465'300 GBP | 100.00% | 100.00% |
08.07.2024 | 0.32% | 96.10 % | 96.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 467'342 GBP | 468'850 GBP | 100.00% | 100.00% |
05.07.2024 | 0.32% | 95.60 % | 95.91 % | 500'000 | 500'000 | 486'969 | 486'969 | 466'239 GBP | 467'749 GBP | 99.99% | 99.99% |
04.07.2024 | 0.33% | 94.80 % | 95.11 % | 500'000 | 500'000 | 486'899 | 486'899 | 462'348 GBP | 463'857 GBP | 99.45% | 99.45% |
03.07.2024 | 0.33% | 94.70 % | 95.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 458'052 GBP | 459'561 GBP | 100.00% | 100.00% |
02.07.2024 | 0.33% | 93.60 % | 93.91 % | 500'000 | 500'000 | 486'970 | 486'970 | 455'770 GBP | 457'278 GBP | 100.00% | 100.00% |