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 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 486,971 | 486,971 | 479,407 GBP | 480,867 GBP | 100.00% | 100.00% |
12/07/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 486,987 | 486,987 | 480,861 GBP | 482,322 GBP | 100.00% | 100.00% |
11/07/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 486,972 | 486,972 | 479,639 GBP | 481,100 GBP | 100.00% | 100.00% |
10/07/2024 | 0.31% | 98.20 % | 98.50 % | 500,000 | 500,000 | 486,970 | 486,970 | 477,171 GBP | 478,632 GBP | 100.00% | 100.00% |
09/07/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 476,217 GBP | 477,678 GBP | 100.00% | 100.00% |
08/07/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 486,970 | 486,970 | 475,847 GBP | 477,308 GBP | 100.00% | 100.00% |
05/07/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 475,014 GBP | 476,475 GBP | 100.00% | 100.00% |
04/07/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 486,899 | 486,899 | 475,045 GBP | 476,506 GBP | 99.45% | 99.45% |
03/07/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 472,787 GBP | 474,248 GBP | 100.00% | 100.00% |
02/07/2024 | 0.31% | 97.00 % | 97.30 % | 500,000 | 500,000 | 486,970 | 486,970 | 472,665 GBP | 474,126 GBP | 100.00% | 100.00% |