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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.80% | 100.09 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'860 GBP | 251'860 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 100.00 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'705 GBP | 251'705 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 100.19 % | 100.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'198 GBP | 253'223 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 100.32 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'118 GBP | 253'143 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'158 GBP | 253'183 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 100.42 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'536 GBP | 253'561 GBP | 99.57% | 99.57% |
05.07.2024 | 0.80% | 100.47 % | 101.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'363 GBP | 252'368 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 100.07 % | 100.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'171 GBP | 252'171 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 99.97 % | 100.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'016 GBP | 252'016 GBP | 99.80% | 99.80% |
02.07.2024 | 0.80% | 99.81 % | 100.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'252 GBP | 251'252 GBP | 100.00% | 100.00% |