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% | 100.37 % | 101.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'186 GBP | 253'211 GBP | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.27 % | 101.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'628 GBP | 252'641 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'923 GBP | 252'948 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'228 GBP | 253'253 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'361 GBP | 253'386 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.44 % | 101.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'216 GBP | 253'241 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.61 % | 101.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'638 GBP | 253'663 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.69 % | 101.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'754 GBP | 253'779 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'357 GBP | 253'382 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'103 GBP | 253'128 GBP | 100.00% | 100.00% |