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 | 0.50% | 99.31 % | 99.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'330 GBP | 250'580 GBP | 100.00% | 100.00% |
19.11.2024 | 0.50% | 99.65 % | 100.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'517 GBP | 249'767 GBP | 89.37% | 89.37% |
18.11.2024 | 0.50% | 99.67 % | 100.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'161 GBP | 250'411 GBP | 99.66% | 99.66% |
15.11.2024 | 0.50% | 99.95 % | 100.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'761 GBP | 252'011 GBP | 100.00% | 100.00% |
14.11.2024 | 0.49% | 100.72 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'128 GBP | 253'378 GBP | 100.00% | 100.00% |
13.11.2024 | 0.50% | 100.29 % | 100.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'857 GBP | 253'107 GBP | 100.00% | 100.00% |
12.11.2024 | 0.49% | 100.95 % | 101.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'804 GBP | 255'054 GBP | 98.71% | 98.71% |
11.11.2024 | 0.49% | 101.06 % | 101.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'480 GBP | 254'730 GBP | 100.00% | 100.00% |
08.11.2024 | 0.49% | 100.93 % | 101.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'117 GBP | 254'367 GBP | 99.84% | 99.84% |
07.11.2024 | 0.49% | 101.29 % | 101.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'072 GBP | 254'322 GBP | 100.00% | 100.00% |