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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.80% | 99.84 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'215 GBP | 251'215 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 99.66 % | 100.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'207 GBP | 251'207 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'788 GBP | 250'788 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'793 GBP | 250'793 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'908 GBP | 250'908 GBP | 99.18% | 99.18% |
05.07.2024 | 0.80% | 99.53 % | 100.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'892 GBP | 250'892 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'612 GBP | 250'612 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'198 GBP | 250'198 GBP | 99.80% | 99.80% |
02.07.2024 | 0.81% | 99.07 % | 99.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'348 GBP | 249'348 GBP | 100.00% | 100.00% |
01.07.2024 | 0.80% | 98.98 % | 99.78 % | 250'000 | 25'000 | 250'000 | 93'614 | 247'601 GBP | 93'546 GBP | 100.00% | 100.00% |