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 | 0.49% | 101.25 % | 101.75 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,500 GBP | 203,500 GBP | 100.00% | 100.00% |
12/07/2024 | 0.49% | 101.25 % | 101.75 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,500 GBP | 203,500 GBP | 78.76% | 78.76% |
11/07/2024 | 0.49% | 101.24 % | 101.74 % | 200,000 | 200,000 | 199,979 | 200,000 | 202,458 GBP | 203,480 GBP | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.20 % | 101.70 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,400 GBP | 203,400 GBP | 94.73% | 94.73% |
09/07/2024 | 0.49% | 101.18 % | 101.68 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,360 GBP | 203,360 GBP | 97.76% | 97.76% |
08/07/2024 | 0.49% | 101.17 % | 101.67 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,340 GBP | 203,340 GBP | 99.78% | 99.78% |
05/07/2024 | 0.49% | 101.17 % | 101.67 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,340 GBP | 203,340 GBP | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.16 % | 101.66 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,320 GBP | 203,320 GBP | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.11 % | 101.61 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,220 GBP | 203,220 GBP | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.10 % | 101.60 % | 200,000 | 200,000 | 200,000 | 200,000 | 202,200 GBP | 203,200 GBP | 100.00% | 100.00% |