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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.87% | 90.95 % | 91.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,831 GBP | 230,831 GBP | 100.00% | 100.00% |
12/07/2024 | 0.87% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,390 GBP | 231,390 GBP | 100.00% | 100.00% |
11/07/2024 | 0.88% | 91.55 % | 92.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,322 GBP | 229,322 GBP | 100.00% | 100.00% |
10/07/2024 | 0.88% | 90.19 % | 90.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,869 GBP | 228,869 GBP | 100.00% | 100.00% |
09/07/2024 | 0.87% | 91.53 % | 92.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,877 GBP | 230,877 GBP | 100.00% | 100.00% |
08/07/2024 | 0.86% | 91.52 % | 92.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,236 GBP | 234,236 GBP | 99.57% | 99.57% |
05/07/2024 | 0.86% | 92.88 % | 93.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,355 GBP | 234,355 GBP | 100.00% | 100.00% |
04/07/2024 | 0.86% | 92.68 % | 93.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,782 GBP | 233,782 GBP | 100.00% | 100.00% |
03/07/2024 | 0.86% | 92.57 % | 93.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,239 GBP | 234,239 GBP | 99.86% | 99.86% |
02/07/2024 | 0.86% | 92.88 % | 93.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,589 GBP | 234,589 GBP | 100.00% | 100.00% |