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 | 0.46% | 108.59 % | 109.09 % | 200,000 | 200,000 | 200,000 | 200,000 | 217,206 GBP | 218,206 GBP | 100.00% | 100.00% |
12/07/2024 | 0.46% | 108.61 % | 109.11 % | 200,000 | 200,000 | 200,000 | 200,000 | 217,194 GBP | 218,194 GBP | 78.50% | 78.50% |
11/07/2024 | 0.46% | 108.52 % | 109.02 % | 200,000 | 200,000 | 200,000 | 200,000 | 217,103 GBP | 218,103 GBP | 100.00% | 100.00% |
10/07/2024 | 0.46% | 108.47 % | 108.97 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,906 GBP | 217,906 GBP | 94.72% | 94.72% |
09/07/2024 | 0.46% | 108.42 % | 108.92 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,891 GBP | 217,891 GBP | 97.76% | 97.76% |
08/07/2024 | 0.46% | 108.37 % | 108.87 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,779 GBP | 217,779 GBP | 99.79% | 99.79% |
05/07/2024 | 0.46% | 108.35 % | 108.85 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,750 GBP | 217,750 GBP | 100.00% | 100.00% |
04/07/2024 | 0.46% | 108.46 % | 108.96 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,896 GBP | 217,896 GBP | 98.26% | 98.26% |
03/07/2024 | 0.46% | 108.41 % | 108.91 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,731 GBP | 217,731 GBP | 100.00% | 100.00% |
02/07/2024 | 0.46% | 108.19 % | 108.69 % | 200,000 | 200,000 | 200,000 | 200,000 | 216,349 GBP | 217,349 GBP | 100.00% | 100.00% |