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% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,971 | 486,971 | 488,432 GBP | 489,893 GBP | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,987 | 486,987 | 488,448 GBP | 489,909 GBP | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,972 | 486,972 | 488,432 GBP | 489,893 GBP | 100.00% | 100.00% |
10/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,431 GBP | 489,892 GBP | 100.00% | 100.00% |
09/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,431 GBP | 489,892 GBP | 100.00% | 100.00% |
08/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,431 GBP | 489,892 GBP | 100.00% | 100.00% |
05/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,431 GBP | 489,892 GBP | 100.00% | 100.00% |
04/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,899 | 486,899 | 488,360 GBP | 489,821 GBP | 99.45% | 99.45% |
03/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,431 GBP | 489,892 GBP | 100.00% | 100.00% |
02/07/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,431 GBP | 489,892 GBP | 100.00% | 100.00% |