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 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 486'971 | 486'971 | 473'676 GBP | 475'183 GBP | 100.00% | 100.00% |
12.07.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 486'987 | 486'959 | 473'715 GBP | 475'189 GBP | 100.00% | 100.00% |
11.07.2024 | 0.32% | 97.20 % | 97.51 % | 500'000 | 500'000 | 486'972 | 486'972 | 472'987 GBP | 474'489 GBP | 100.00% | 100.00% |
10.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 470'907 GBP | 472'417 GBP | 100.00% | 100.00% |
09.07.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 486'970 | 486'970 | 471'955 GBP | 473'465 GBP | 100.00% | 100.00% |
08.07.2024 | 0.32% | 96.70 % | 97.01 % | 500'000 | 500'000 | 486'970 | 486'970 | 470'926 GBP | 472'435 GBP | 100.00% | 100.00% |
05.07.2024 | 0.32% | 97.10 % | 97.41 % | 500'000 | 500'000 | 486'970 | 486'970 | 473'642 GBP | 475'151 GBP | 100.00% | 100.00% |
04.07.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 486'899 | 486'899 | 474'657 GBP | 476'166 GBP | 99.45% | 99.45% |
03.07.2024 | 0.32% | 97.40 % | 97.71 % | 500'000 | 500'000 | 486'970 | 486'970 | 473'079 GBP | 474'589 GBP | 100.00% | 100.00% |
02.07.2024 | 0.32% | 96.50 % | 96.81 % | 500'000 | 500'000 | 486'970 | 486'970 | 470'236 GBP | 471'744 GBP | 100.00% | 100.00% |