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 | 0.84% | 93.63 % | 94.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,440 GBP | 238,440 GBP | 99.99% | 99.99% |
19/11/2024 | 0.84% | 94.82 % | 95.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,343 GBP | 240,343 GBP | 99.79% | 99.79% |
18/11/2024 | 0.82% | 95.14 % | 95.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,317 GBP | 244,317 GBP | 99.99% | 99.99% |
15/11/2024 | 0.82% | 97.21 % | 98.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,162 GBP | 245,162 GBP | 100.00% | 100.00% |
14/11/2024 | 0.82% | 97.17 % | 97.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,823 GBP | 244,823 GBP | 99.91% | 99.91% |
13/11/2024 | 0.82% | 97.25 % | 98.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,287 GBP | 245,287 GBP | 99.88% | 99.88% |
12/11/2024 | 0.82% | 97.25 % | 98.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,720 GBP | 244,720 GBP | 100.00% | 100.00% |
11/11/2024 | 0.82% | 97.36 % | 98.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,490 GBP | 244,490 GBP | 100.00% | 100.00% |
08/11/2024 | 0.83% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,864 GBP | 242,864 GBP | 100.00% | 100.00% |
07/11/2024 | 0.83% | 96.48 % | 97.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,885 GBP | 242,885 GBP | 99.97% | 99.97% |