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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.31% | 100.40 % | 100.71 % | 500'000 | 500'000 | 486'961 | 486'961 | 488'959 GBP | 490'468 GBP | 99.90% | 99.90% |
20.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 486'886 | 486'886 | 489'807 GBP | 491'316 GBP | 99.37% | 99.37% |
19.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 486'960 | 486'960 | 489'395 GBP | 490'905 GBP | 99.94% | 99.94% |
18.11.2024 | 0.31% | 100.60 % | 100.91 % | 500'000 | 500'000 | 486'974 | 486'974 | 489'750 GBP | 491'259 GBP | 100.00% | 100.00% |
15.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 486'970 | 486'970 | 488'918 GBP | 491'353 GBP | 100.00% | 100.00% |
14.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 486'852 | 486'852 | 489'286 GBP | 490'795 GBP | 99.10% | 99.10% |
13.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 486'971 | 486'971 | 489'406 GBP | 490'915 GBP | 100.00% | 100.00% |
12.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 486'970 | 486'970 | 489'405 GBP | 490'915 GBP | 100.00% | 100.00% |
11.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 486'970 | 486'970 | 489'405 GBP | 490'914 GBP | 100.00% | 100.00% |
08.11.2024 | 0.31% | 100.50 % | 100.81 % | 500'000 | 500'000 | 486'973 | 486'973 | 489'407 GBP | 490'917 GBP | 100.00% | 100.00% |