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 | 0.87% | 91.22 % | 92.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'945 GBP | 230'945 GBP | 100.00% | 100.00% |
19.11.2024 | 0.87% | 91.85 % | 92.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'708 GBP | 231'708 GBP | 99.93% | 99.93% |
18.11.2024 | 0.85% | 93.08 % | 93.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'184 GBP | 235'184 GBP | 100.00% | 100.00% |
15.11.2024 | 0.85% | 93.46 % | 94.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'499 GBP | 235'499 GBP | 100.00% | 100.00% |
14.11.2024 | 0.86% | 93.11 % | 93.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'984 GBP | 232'984 GBP | 100.00% | 100.00% |
13.11.2024 | 0.87% | 91.68 % | 92.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'576 GBP | 230'576 GBP | 100.00% | 100.00% |
12.11.2024 | 0.87% | 91.04 % | 91.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'516 GBP | 231'516 GBP | 100.00% | 100.00% |
11.11.2024 | 0.85% | 93.44 % | 94.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'760 GBP | 235'760 GBP | 100.00% | 100.00% |
08.11.2024 | 0.85% | 92.61 % | 93.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'072 GBP | 236'072 GBP | 100.00% | 100.00% |
07.11.2024 | 0.82% | 96.97 % | 97.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'651 GBP | 243'651 GBP | 99.98% | 99.98% |