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 | 0.49% | 102.23 % | 102.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,106 GBP | 513,606 GBP | 100.00% | 100.00% |
12/07/2024 | 0.49% | 102.17 % | 102.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,956 GBP | 512,456 GBP | 78.49% | 78.49% |
11/07/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,731 GBP | 511,231 GBP | 100.00% | 100.00% |
10/07/2024 | 0.49% | 101.60 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,572 GBP | 510,072 GBP | 94.72% | 94.72% |
09/07/2024 | 0.49% | 101.41 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,393 GBP | 510,893 GBP | 97.76% | 97.76% |
08/07/2024 | 0.49% | 101.72 % | 102.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,111 GBP | 511,611 GBP | 99.79% | 99.79% |
05/07/2024 | 0.49% | 101.84 % | 102.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,462 GBP | 511,962 GBP | 100.00% | 100.00% |
04/07/2024 | 0.49% | 101.74 % | 102.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,497 GBP | 510,997 GBP | 98.26% | 98.26% |
03/07/2024 | 0.49% | 101.24 % | 101.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,570 GBP | 508,070 GBP | 100.00% | 100.00% |
02/07/2024 | 0.49% | 101.04 % | 101.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,881 GBP | 507,381 GBP | 100.00% | 100.00% |