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 | 251'163 GBP | 253'188 GBP | 100.00% | 100.00% |
19.11.2024 | 0.80% | 100.25 % | 101.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'615 GBP | 252'625 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'904 GBP | 252'929 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.40 % | 101.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'228 GBP | 253'253 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.56 % | 101.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'339 GBP | 253'364 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.46 % | 101.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'210 GBP | 253'235 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'629 GBP | 253'654 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'742 GBP | 253'766 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.54 % | 101.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'370 GBP | 253'395 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'084 GBP | 253'109 GBP | 100.00% | 100.00% |