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% | 98.60 % | 98.91 % | 500'000 | 500'000 | 486'971 | 486'971 | 480'424 GBP | 481'932 GBP | 100.00% | 100.00% |
12.07.2024 | 0.31% | 98.50 % | 98.81 % | 500'000 | 500'000 | 486'987 | 486'987 | 479'667 GBP | 481'170 GBP | 100.00% | 100.00% |
11.07.2024 | 0.31% | 98.70 % | 99.01 % | 500'000 | 500'000 | 486'972 | 486'972 | 480'201 GBP | 481'703 GBP | 100.00% | 100.00% |
10.07.2024 | 0.31% | 98.30 % | 98.61 % | 500'000 | 500'000 | 486'970 | 486'970 | 478'688 GBP | 480'198 GBP | 100.00% | 100.00% |
09.07.2024 | 0.32% | 97.70 % | 98.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 476'297 GBP | 477'807 GBP | 100.00% | 100.00% |
08.07.2024 | 0.31% | 98.20 % | 98.51 % | 500'000 | 500'000 | 486'970 | 486'970 | 478'197 GBP | 479'705 GBP | 100.00% | 100.00% |
05.07.2024 | 0.32% | 98.10 % | 98.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 477'017 GBP | 478'526 GBP | 100.00% | 100.00% |
04.07.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 486'899 | 486'899 | 476'187 GBP | 477'697 GBP | 99.45% | 99.45% |
03.07.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 486'970 | 486'970 | 476'229 GBP | 477'738 GBP | 100.00% | 100.00% |
02.07.2024 | 0.32% | 97.80 % | 98.11 % | 500'000 | 500'000 | 486'970 | 486'970 | 475'942 GBP | 477'450 GBP | 100.00% | 100.00% |