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 | 0.81% | 98.63 % | 99.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'544 GBP | 248'544 GBP | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.64 % | 99.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'626 GBP | 248'626 GBP | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'506 GBP | 248'506 GBP | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'520 GBP | 248'520 GBP | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'362 GBP | 248'362 GBP | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.54 % | 99.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'367 GBP | 248'367 GBP | 100.00% | 100.00% |
12.11.2024 | 0.81% | 98.57 % | 99.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'440 GBP | 248'440 GBP | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.60 % | 99.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'593 GBP | 248'593 GBP | 100.00% | 100.00% |
08.11.2024 | 0.81% | 98.65 % | 99.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'639 GBP | 248'639 GBP | 100.00% | 100.00% |
07.11.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'497 GBP | 248'497 GBP | 100.00% | 100.00% |