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 | 0.95% | 104.23 % | 105.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'744 GBP | 263'244 GBP | 100.00% | 100.00% |
19.11.2024 | 0.96% | 104.15 % | 105.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'384 GBP | 262'884 GBP | 99.99% | 99.99% |
18.11.2024 | 0.96% | 104.17 % | 105.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'190 GBP | 262'690 GBP | 100.00% | 100.00% |
15.11.2024 | 0.95% | 104.24 % | 105.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'095 GBP | 263'595 GBP | 100.00% | 100.00% |
14.11.2024 | 0.95% | 104.56 % | 105.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'325 GBP | 263'825 GBP | 100.00% | 100.00% |
13.11.2024 | 0.95% | 104.46 % | 105.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'027 GBP | 263'527 GBP | 100.00% | 100.00% |
12.11.2024 | 0.95% | 104.36 % | 105.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'813 GBP | 263'313 GBP | 99.98% | 99.98% |
11.11.2024 | 0.95% | 104.28 % | 105.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'856 GBP | 263'356 GBP | 100.00% | 100.00% |
08.11.2024 | 0.95% | 104.37 % | 105.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'113 GBP | 263'613 GBP | 100.00% | 100.00% |
07.11.2024 | 0.95% | 104.41 % | 105.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 260'598 GBP | 263'098 GBP | 100.00% | 100.00% |