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% | 100.33 % | 101.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'183 GBP | 253'205 GBP | 100.00% | 100.00% |
12.07.2024 | 0.80% | 101.35 % | 102.16 % | 250'000 | 240'000 | 250'000 | 242'424 | 252'521 GBP | 246'832 GBP | 100.00% | 100.00% |
11.07.2024 | 0.80% | 101.04 % | 101.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'487 GBP | 254'512 GBP | 100.00% | 100.00% |
10.07.2024 | 0.80% | 101.09 % | 101.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'755 GBP | 254'780 GBP | 100.00% | 100.00% |
09.07.2024 | 0.80% | 101.07 % | 101.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'061 GBP | 255'086 GBP | 100.00% | 100.00% |
08.07.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'665 GBP | 255'703 GBP | 99.77% | 99.77% |
05.07.2024 | 0.80% | 101.26 % | 102.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'746 GBP | 255'789 GBP | 100.00% | 100.00% |
04.07.2024 | 0.80% | 101.46 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'488 GBP | 255'513 GBP | 100.00% | 100.00% |
03.07.2024 | 0.80% | 101.96 % | 102.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'112 GBP | 256'157 GBP | 99.79% | 99.79% |
02.07.2024 | 0.80% | 100.76 % | 101.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'601 GBP | 253'626 GBP | 100.00% | 100.00% |