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% | 100.00 % | 100.31 % | 500'000 | 500'000 | 486'886 | 486'886 | 486'898 GBP | 488'407 GBP | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.20 % | 100.51 % | 500'000 | 500'000 | 486'944 | 486'944 | 487'918 GBP | 489'427 GBP | 99.81% | 99.81% |
18.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 486'974 | 486'974 | 486'735 GBP | 488'245 GBP | 100.00% | 100.00% |
15.11.2024 | 0.50% | 99.80 % | 100.30 % | 500'000 | 500'000 | 486'970 | 486'970 | 486'038 GBP | 488'473 GBP | 100.00% | 100.00% |
14.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 486'852 | 486'852 | 486'365 GBP | 487'874 GBP | 99.10% | 99.10% |
13.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 486'971 | 486'971 | 486'499 GBP | 488'008 GBP | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 486'970 | 486'970 | 486'970 GBP | 488'480 GBP | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 486'970 | 486'970 | 486'970 GBP | 488'479 GBP | 100.00% | 100.00% |
08.11.2024 | 0.31% | 99.90 % | 100.21 % | 500'000 | 500'000 | 486'973 | 486'973 | 486'496 GBP | 488'006 GBP | 100.00% | 100.00% |
07.11.2024 | 0.31% | 100.00 % | 100.31 % | 500'000 | 500'000 | 486'869 | 486'869 | 487'316 GBP | 488'825 GBP | 99.23% | 99.23% |