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 | 0.31% | 101.20 % | 101.51 % | 500'000 | 500'000 | 486'971 | 486'971 | 493'144 GBP | 494'652 GBP | 100.00% | 100.00% |
12.07.2024 | 0.30% | 101.30 % | 101.61 % | 500'000 | 500'000 | 486'987 | 486'987 | 492'893 GBP | 494'396 GBP | 100.00% | 100.00% |
11.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 486'971 | 486'971 | 491'271 GBP | 492'773 GBP | 99.99% | 99.99% |
10.07.2024 | 0.31% | 101.00 % | 101.31 % | 500'000 | 500'000 | 486'970 | 486'970 | 492'456 GBP | 493'965 GBP | 100.00% | 100.00% |
09.07.2024 | 0.31% | 100.90 % | 101.21 % | 500'000 | 500'000 | 486'970 | 486'970 | 491'382 GBP | 492'891 GBP | 100.00% | 100.00% |
08.07.2024 | 0.31% | 100.80 % | 101.11 % | 500'000 | 500'000 | 486'970 | 486'970 | 489'675 GBP | 491'183 GBP | 100.00% | 100.00% |
05.07.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 486'970 | 486'970 | 490'933 GBP | 492'442 GBP | 100.00% | 100.00% |
04.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 486'900 | 486'900 | 490'262 GBP | 491'771 GBP | 99.46% | 99.46% |
03.07.2024 | 0.31% | 100.70 % | 101.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 491'063 GBP | 492'573 GBP | 100.00% | 100.00% |
02.07.2024 | 0.31% | 101.10 % | 101.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 491'746 GBP | 493'254 GBP | 100.00% | 100.00% |