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% | 100.41 % | 101.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'166 GBP | 253'191 GBP | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.26 % | 101.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'624 GBP | 252'637 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'912 GBP | 252'937 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'241 GBP | 253'266 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'325 GBP | 253'350 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'213 GBP | 253'238 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'636 GBP | 253'661 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'757 GBP | 253'782 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'362 GBP | 253'387 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'112 GBP | 253'137 GBP | 100.00% | 100.00% |