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 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 486'886 | 486'886 | 479'467 GBP | 480'976 GBP | 99.37% | 99.37% |
19.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 486'943 | 486'943 | 481'169 GBP | 482'678 GBP | 99.82% | 99.82% |
18.11.2024 | 0.31% | 98.60 % | 98.91 % | 500'000 | 500'000 | 486'974 | 486'974 | 481'031 GBP | 482'540 GBP | 100.00% | 100.00% |
15.11.2024 | 0.51% | 98.70 % | 99.20 % | 500'000 | 500'000 | 486'970 | 486'970 | 480'605 GBP | 483'040 GBP | 100.00% | 100.00% |
14.11.2024 | 0.31% | 98.80 % | 99.11 % | 500'000 | 500'000 | 486'852 | 486'852 | 481'003 GBP | 482'512 GBP | 99.10% | 99.10% |
13.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 486'971 | 486'971 | 481'185 GBP | 482'695 GBP | 100.00% | 100.00% |
12.11.2024 | 0.31% | 98.90 % | 99.21 % | 500'000 | 500'000 | 486'970 | 486'970 | 481'689 GBP | 483'198 GBP | 100.00% | 100.00% |
11.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 486'970 | 486'970 | 479'108 GBP | 480'618 GBP | 100.00% | 100.00% |
08.11.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 486'973 | 486'973 | 480'071 GBP | 481'580 GBP | 100.00% | 100.00% |
07.11.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 486'870 | 486'870 | 480'428 GBP | 481'938 GBP | 99.24% | 99.24% |