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 | 0.70% | 100.32 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'872 GBP | 251'622 GBP | 100.00% | 100.00% |
19.11.2024 | 0.70% | 100.40 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'986 GBP | 251'736 GBP | 89.40% | 89.40% |
18.11.2024 | 0.69% | 100.10 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'560 GBP | 253'310 GBP | 99.66% | 99.66% |
15.11.2024 | 0.69% | 100.36 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'199 GBP | 252'949 GBP | 100.00% | 100.00% |
14.11.2024 | 0.69% | 100.57 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'927 GBP | 253'677 GBP | 100.00% | 100.00% |
13.11.2024 | 0.69% | 101.05 % | 101.75 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'795 GBP | 254'545 GBP | 100.00% | 100.00% |
12.11.2024 | 0.69% | 101.25 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'085 GBP | 254'835 GBP | 98.71% | 98.71% |
11.11.2024 | 0.69% | 101.03 % | 101.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'237 GBP | 254'987 GBP | 100.00% | 100.00% |
08.11.2024 | 0.70% | 100.32 % | 101.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'611 GBP | 252'361 GBP | 99.84% | 99.84% |
07.11.2024 | 0.69% | 100.77 % | 101.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'124 GBP | 252'874 GBP | 100.00% | 100.00% |