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 | 0.82% | 96.53 % | 97.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'956 GBP | 243'956 GBP | 99.98% | 99.98% |
19.11.2024 | 0.83% | 96.54 % | 97.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'099 GBP | 243'099 GBP | 99.92% | 99.92% |
18.11.2024 | 0.83% | 96.19 % | 96.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'994 GBP | 241'994 GBP | 100.00% | 100.00% |
15.11.2024 | 0.83% | 96.28 % | 97.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'305 GBP | 243'305 GBP | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.78 % | 99.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'361 GBP | 248'361 GBP | 100.00% | 100.00% |
13.11.2024 | 0.81% | 97.89 % | 98.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'127 GBP | 247'127 GBP | 99.94% | 99.94% |
12.11.2024 | 0.82% | 97.56 % | 98.36 % | 250'000 | 238'000 | 250'000 | 239'725 | 243'346 GBP | 235'262 GBP | 99.97% | 99.97% |
11.11.2024 | 0.82% | 97.26 % | 98.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'459 GBP | 245'459 GBP | 100.00% | 100.00% |
08.11.2024 | 0.82% | 96.71 % | 97.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'329 GBP | 244'329 GBP | 99.96% | 99.96% |
07.11.2024 | 0.83% | 96.47 % | 97.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'061 GBP | 243'061 GBP | 99.94% | 99.94% |