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% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'162 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 | 250'619 GBP | 252'631 GBP | 100.00% | 100.00% |
18.11.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'924 GBP | 252'949 GBP | 100.00% | 100.00% |
15.11.2024 | 0.80% | 100.36 % | 101.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'227 GBP | 253'252 GBP | 100.00% | 100.00% |
14.11.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'362 GBP | 253'387 GBP | 100.00% | 100.00% |
13.11.2024 | 0.80% | 100.48 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'208 GBP | 253'233 GBP | 100.00% | 100.00% |
12.11.2024 | 0.80% | 100.57 % | 101.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'638 GBP | 253'663 GBP | 100.00% | 100.00% |
11.11.2024 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'744 GBP | 253'769 GBP | 100.00% | 100.00% |
08.11.2024 | 0.80% | 100.55 % | 101.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'363 GBP | 253'388 GBP | 100.00% | 100.00% |
07.11.2024 | 0.80% | 100.49 % | 101.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'095 GBP | 253'120 GBP | 100.00% | 100.00% |