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 | 0.33% | 93.90 % | 94.21 % | 500'000 | 500'000 | 486'887 | 486'887 | 456'490 GBP | 457'998 GBP | 99.37% | 99.37% |
19.11.2024 | 0.33% | 92.90 % | 93.21 % | 500'000 | 500'000 | 486'959 | 486'959 | 455'374 GBP | 456'884 GBP | 99.94% | 99.94% |
18.11.2024 | 0.33% | 94.90 % | 95.21 % | 500'000 | 500'000 | 486'975 | 486'975 | 462'342 GBP | 463'852 GBP | 100.00% | 100.00% |
15.11.2024 | 0.53% | 94.40 % | 94.90 % | 500'000 | 500'000 | 486'970 | 486'970 | 460'064 GBP | 462'499 GBP | 100.00% | 100.00% |
14.11.2024 | 0.33% | 93.30 % | 93.61 % | 500'000 | 500'000 | 486'852 | 486'852 | 450'797 GBP | 452'306 GBP | 99.10% | 99.10% |
13.11.2024 | 0.34% | 91.40 % | 91.71 % | 500'000 | 500'000 | 486'971 | 486'971 | 444'207 GBP | 445'716 GBP | 100.00% | 100.00% |
12.11.2024 | 0.33% | 92.60 % | 92.91 % | 500'000 | 500'000 | 486'970 | 486'970 | 454'003 GBP | 455'512 GBP | 100.00% | 100.00% |
11.11.2024 | 0.33% | 95.00 % | 95.31 % | 500'000 | 500'000 | 486'970 | 486'970 | 463'731 GBP | 465'241 GBP | 100.00% | 100.00% |
08.11.2024 | 0.32% | 95.40 % | 95.71 % | 500'000 | 500'000 | 486'973 | 486'973 | 466'370 GBP | 467'880 GBP | 100.00% | 100.00% |
07.11.2024 | 0.32% | 96.60 % | 96.91 % | 500'000 | 500'000 | 486'870 | 486'870 | 470'993 GBP | 472'502 GBP | 99.23% | 99.23% |