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 | 0.80% | 98.93 % | 99.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'812 GBP | 249'812 GBP | 99.91% | 99.91% |
19.11.2024 | 0.80% | 99.01 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'478 GBP | 249'478 GBP | 99.36% | 99.36% |
18.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 90'000 | 250'000 | 186'922 | 248'052 GBP | 187'021 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 99.36 % | 100.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'842 GBP | 250'842 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 99.67 % | 100.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'876 GBP | 250'876 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 99.28 % | 100.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'157 GBP | 250'157 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'182 GBP | 251'182 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'057 GBP | 252'057 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 99.70 % | 100.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'276 GBP | 251'276 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.85 % | 100.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'133 GBP | 251'133 GBP | 100.00% | 100.00% |