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 | 0.80% | 100.03 % | 100.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'282 GBP | 252'286 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.82 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'242 GBP | 253'264 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.17 % | 100.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'613 GBP | 251'613 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'815 GBP | 250'815 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'808 GBP | 249'808 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.59 % | 100.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'028 GBP | 251'028 GBP | 99.04% | 99.04% |
05.07.2024 | 0.80% | 99.40 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'674 GBP | 250'674 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'279 GBP | 250'279 GBP | 100.00% | 100.00% |
03.07.2024 | 0.81% | 99.21 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'319 GBP | 249'319 GBP | 99.90% | 99.90% |
02.07.2024 | 0.81% | 98.39 % | 99.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'335 GBP | 248'335 GBP | 100.00% | 100.00% |