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 | 1.00% | 70.84 % | 71.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,970 GBP | 179,759 GBP | 100.00% | 100.00% |
12/07/2024 | 1.00% | 72.17 % | 72.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,239 GBP | 181,040 GBP | 100.00% | 100.00% |
11/07/2024 | 1.00% | 71.23 % | 71.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,745 GBP | 179,532 GBP | 99.99% | 99.99% |
10/07/2024 | 1.00% | 73.28 % | 74.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,177 GBP | 182,998 GBP | 100.00% | 100.00% |
09/07/2024 | 1.00% | 71.95 % | 72.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,962 GBP | 182,779 GBP | 100.00% | 100.00% |
08/07/2024 | 1.00% | 73.55 % | 74.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 184,171 GBP | 186,021 GBP | 99.90% | 99.90% |
05/07/2024 | 1.00% | 73.48 % | 74.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,242 GBP | 187,109 GBP | 100.00% | 100.00% |
04/07/2024 | 1.00% | 73.52 % | 74.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,761 GBP | 185,612 GBP | 100.00% | 100.00% |
03/07/2024 | 1.00% | 73.76 % | 74.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 183,694 GBP | 185,537 GBP | 99.94% | 99.94% |
02/07/2024 | 1.00% | 72.93 % | 73.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 181,111 GBP | 182,929 GBP | 99.99% | 99.99% |