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 | 0.80% | 101.76 % | 102.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'394 GBP | 256'444 GBP | 100.00% | 100.00% |
19.11.2024 | 0.80% | 101.52 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'959 GBP | 256'007 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'751 GBP | 255'792 GBP | 99.99% | 99.99% |
15.11.2024 | 0.80% | 101.47 % | 102.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'696 GBP | 255'737 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 101.20 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'735 GBP | 254'760 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 101.16 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'035 GBP | 255'060 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 101.00 % | 101.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'943 GBP | 254'968 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 101.53 % | 102.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'091 GBP | 256'141 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 101.65 % | 102.47 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'693 GBP | 256'743 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 102.28 % | 103.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'428 GBP | 257'478 GBP | 99.95% | 99.95% |