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 | 0.95% | 83.22 % | 84.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'267 GBP | 212'267 GBP | 99.89% | 99.89% |
19.11.2024 | 0.94% | 84.52 % | 85.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'419 GBP | 213'419 GBP | 99.68% | 99.68% |
18.11.2024 | 0.94% | 85.08 % | 85.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'472 GBP | 214'472 GBP | 100.00% | 100.00% |
15.11.2024 | 0.93% | 85.44 % | 86.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'013 GBP | 216'013 GBP | 100.00% | 100.00% |
14.11.2024 | 0.94% | 85.42 % | 86.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'278 GBP | 213'278 GBP | 99.95% | 99.95% |
13.11.2024 | 0.94% | 83.54 % | 84.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'465 GBP | 214'465 GBP | 99.87% | 99.87% |
12.11.2024 | 0.90% | 86.51 % | 87.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 221'195 GBP | 223'195 GBP | 99.96% | 99.96% |
11.11.2024 | 0.86% | 92.66 % | 93.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'023 GBP | 233'023 GBP | 99.94% | 99.94% |
08.11.2024 | 0.87% | 91.70 % | 92.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'978 GBP | 231'978 GBP | 99.98% | 99.98% |
07.11.2024 | 0.85% | 93.82 % | 94.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'085 GBP | 236'085 GBP | 99.93% | 99.93% |