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 | 0.81% | 98.07 % | 98.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'026 GBP | 247'026 GBP | 100.00% | 100.00% |
19.11.2024 | 0.81% | 97.81 % | 98.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'489 GBP | 246'489 GBP | 100.00% | 100.00% |
18.11.2024 | 0.81% | 98.06 % | 98.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'110 GBP | 247'110 GBP | 100.00% | 100.00% |
15.11.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'503 GBP | 248'503 GBP | 100.00% | 100.00% |
14.11.2024 | 0.81% | 98.79 % | 99.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'952 GBP | 248'952 GBP | 100.00% | 100.00% |
13.11.2024 | 0.81% | 98.62 % | 99.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'667 GBP | 248'667 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 98.90 % | 99.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'599 GBP | 249'599 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'010 GBP | 250'010 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'529 GBP | 249'529 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'450 GBP | 249'450 GBP | 100.00% | 100.00% |