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 | 0.81% | 97.91 % | 98.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'273 GBP | 247'273 GBP | 100.00% | 100.00% |
19.11.2024 | 0.81% | 98.22 % | 99.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'170 GBP | 247'170 GBP | 99.95% | 99.95% |
18.11.2024 | 0.81% | 98.68 % | 99.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'776 GBP | 248'776 GBP | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.47 % | 99.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'959 GBP | 247'959 GBP | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.11 % | 98.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'586 GBP | 246'586 GBP | 100.00% | 100.00% |
13.11.2024 | 0.82% | 97.54 % | 98.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'990 GBP | 245'990 GBP | 100.00% | 100.00% |
12.11.2024 | 0.81% | 97.53 % | 98.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'523 GBP | 246'523 GBP | 100.00% | 100.00% |
11.11.2024 | 0.81% | 98.36 % | 99.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'541 GBP | 247'541 GBP | 100.00% | 100.00% |
08.11.2024 | 0.81% | 97.74 % | 98.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'248 GBP | 247'248 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.11 % | 99.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'702 GBP | 249'702 GBP | 100.00% | 100.00% |