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 | 0.85% | 93.51 % | 94.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'032 GBP | 236'032 GBP | 100.00% | 100.00% |
19.11.2024 | 0.85% | 93.30 % | 94.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'275 GBP | 235'275 GBP | 99.94% | 99.94% |
18.11.2024 | 0.85% | 93.48 % | 94.28 % | 250'000 | 235'000 | 250'000 | 236'550 | 233'489 GBP | 222'823 GBP | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.55 % | 94.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'108 GBP | 236'108 GBP | 99.96% | 99.96% |
14.11.2024 | 0.85% | 94.09 % | 94.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'501 GBP | 236'501 GBP | 100.00% | 100.00% |
13.11.2024 | 0.85% | 93.41 % | 94.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'059 GBP | 236'059 GBP | 100.00% | 100.00% |
12.11.2024 | 0.86% | 93.12 % | 93.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'585 GBP | 234'585 GBP | 100.00% | 100.00% |
11.11.2024 | 0.86% | 93.07 % | 93.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'336 GBP | 234'336 GBP | 100.00% | 100.00% |
08.11.2024 | 0.86% | 91.99 % | 92.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'725 GBP | 232'725 GBP | 100.00% | 100.00% |
07.11.2024 | 0.86% | 92.39 % | 93.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'604 GBP | 232'604 GBP | 99.99% | 99.99% |