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% | 104.72 % | 105.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,701 GBP | 263,801 GBP | 100.00% | 100.00% |
12/07/2024 | 0.80% | 104.67 % | 105.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,582 GBP | 263,682 GBP | 100.00% | 100.00% |
11/07/2024 | 0.80% | 104.63 % | 105.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,798 GBP | 263,898 GBP | 100.00% | 100.00% |
10/07/2024 | 0.80% | 104.64 % | 105.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,641 GBP | 263,741 GBP | 100.00% | 100.00% |
09/07/2024 | 0.80% | 104.66 % | 105.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,661 GBP | 263,761 GBP | 100.00% | 100.00% |
08/07/2024 | 0.80% | 104.58 % | 105.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,504 GBP | 263,604 GBP | 99.72% | 99.72% |
05/07/2024 | 0.80% | 104.58 % | 105.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,323 GBP | 263,423 GBP | 100.00% | 100.00% |
04/07/2024 | 0.80% | 104.48 % | 105.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,160 GBP | 263,260 GBP | 100.00% | 100.00% |
03/07/2024 | 0.80% | 104.40 % | 105.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,022 GBP | 263,122 GBP | 99.92% | 99.92% |
02/07/2024 | 0.80% | 104.36 % | 105.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,748 GBP | 262,848 GBP | 100.00% | 100.00% |