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 | 1.18% | 19.08 GBP | 19.36 GBP | 1'000 | 700 | 1'000 | 1'000 | 19'159 GBP | 19'386 GBP | 1.99% | 98.15% |
19.11.2024 | 1.15% | 19.08 GBP | 19.36 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'163 GBP | 19'385 GBP | 18.48% | 93.70% |
18.11.2024 | 1.16% | 19.14 GBP | 19.36 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'107 GBP | 19'329 GBP | 75.80% | 75.80% |
15.11.2024 | 1.17% | 19.02 GBP | 19.24 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'039 GBP | 19'263 GBP | 91.69% | 91.69% |
14.11.2024 | 1.17% | 18.98 GBP | 19.20 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 18'964 GBP | 19'188 GBP | 63.60% | 63.60% |
13.11.2024 | 1.16% | 18.98 GBP | 19.22 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'115 GBP | 19'337 GBP | 76.12% | 76.12% |
12.11.2024 | 1.16% | 19.00 GBP | 19.22 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'061 GBP | 19'284 GBP | 51.70% | 51.70% |
11.11.2024 | 1.15% | 19.18 GBP | 19.42 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'209 GBP | 19'431 GBP | 80.24% | 80.24% |
08.11.2024 | 1.13% | 19.42 GBP | 19.64 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'582 GBP | 19'803 GBP | 86.98% | 86.98% |
07.11.2024 | 1.11% | 19.94 GBP | 20.16 GBP | 1'000 | 1'000 | 1'000 | 1'000 | 19'881 GBP | 20'103 GBP | 99.16% | 99.16% |