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 | 0.48% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,870 GBP | 522,370 GBP | 100.00% | 100.00% |
12/07/2024 | 0.48% | 103.97 % | 104.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,673 GBP | 522,173 GBP | 78.50% | 78.50% |
11/07/2024 | 0.48% | 103.90 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,446 GBP | 521,946 GBP | 100.00% | 100.00% |
10/07/2024 | 0.48% | 103.83 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,142 GBP | 521,642 GBP | 94.72% | 94.72% |
09/07/2024 | 0.48% | 103.78 % | 104.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,030 GBP | 521,530 GBP | 97.76% | 97.76% |
08/07/2024 | 0.48% | 103.79 % | 104.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,953 GBP | 521,453 GBP | 99.78% | 99.78% |
05/07/2024 | 0.48% | 103.76 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,828 GBP | 521,328 GBP | 100.00% | 100.00% |
04/07/2024 | 0.48% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,575 GBP | 521,075 GBP | 98.26% | 98.26% |
03/07/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,107 GBP | 520,607 GBP | 100.00% | 100.00% |
02/07/2024 | 0.48% | 103.53 % | 104.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,480 GBP | 519,980 GBP | 100.00% | 100.00% |