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 | 0.85% | 93.65 % | 94.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'524 GBP | 236'524 GBP | 99.96% | 99.96% |
19.11.2024 | 0.85% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'733 GBP | 236'733 GBP | 99.73% | 99.73% |
18.11.2024 | 0.84% | 94.38 % | 95.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'923 GBP | 237'923 GBP | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.18 % | 94.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'235 GBP | 237'235 GBP | 100.00% | 100.00% |
14.11.2024 | 0.85% | 93.44 % | 94.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'116 GBP | 235'116 GBP | 99.99% | 99.99% |
13.11.2024 | 0.86% | 92.19 % | 92.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'524 GBP | 232'524 GBP | 99.98% | 99.98% |
12.11.2024 | 0.86% | 92.03 % | 92.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'579 GBP | 233'579 GBP | 100.00% | 100.00% |
11.11.2024 | 0.83% | 96.29 % | 97.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'277 GBP | 243'277 GBP | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.30 % | 97.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'146 GBP | 244'146 GBP | 99.93% | 99.93% |
07.11.2024 | 0.82% | 97.22 % | 98.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'201 GBP | 245'201 GBP | 100.00% | 100.00% |