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 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,081 GBP | 256,131 GBP | 100.00% | 100.00% |
12/07/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,208 GBP | 256,258 GBP | 100.00% | 100.00% |
11/07/2024 | 0.80% | 101.58 % | 102.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,036 GBP | 256,086 GBP | 100.00% | 100.00% |
10/07/2024 | 0.80% | 101.54 % | 102.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,819 GBP | 255,869 GBP | 100.00% | 100.00% |
09/07/2024 | 0.80% | 101.46 % | 102.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,762 GBP | 255,808 GBP | 100.00% | 100.00% |
08/07/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,677 GBP | 255,714 GBP | 99.66% | 99.66% |
05/07/2024 | 0.80% | 104.20 % | 105.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,628 GBP | 262,728 GBP | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.18 % | 105.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,501 GBP | 262,601 GBP | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.13 % | 104.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,265 GBP | 262,365 GBP | 99.77% | 99.77% |
02/07/2024 | 0.80% | 103.95 % | 104.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,777 GBP | 261,853 GBP | 100.00% | 100.00% |