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% | 93.94 % | 94.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'205 GBP | 237'205 GBP | 99.97% | 99.97% |
19.11.2024 | 0.85% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'378 GBP | 237'378 GBP | 99.58% | 99.58% |
18.11.2024 | 0.84% | 94.63 % | 95.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'172 GBP | 238'172 GBP | 100.00% | 100.00% |
15.11.2024 | 0.85% | 94.26 % | 95.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'531 GBP | 237'531 GBP | 100.00% | 100.00% |
14.11.2024 | 0.84% | 94.70 % | 95.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'400 GBP | 238'400 GBP | 99.99% | 99.99% |
13.11.2024 | 0.85% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'793 GBP | 236'793 GBP | 99.99% | 99.99% |
12.11.2024 | 0.85% | 93.70 % | 94.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'626 GBP | 237'626 GBP | 100.00% | 100.00% |
11.11.2024 | 0.83% | 95.59 % | 96.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'761 GBP | 241'761 GBP | 100.00% | 100.00% |
08.11.2024 | 0.83% | 95.72 % | 96.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'737 GBP | 242'737 GBP | 99.92% | 99.92% |
07.11.2024 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'897 GBP | 245'897 GBP | 100.00% | 100.00% |