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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 0.99% | 80.15 % | 80.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,933 GBP | 404,933 GBP | 99.41% | 99.41% |
02/05/2025 | 0.99% | 81.10 % | 81.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,380 GBP | 406,380 GBP | 99.93% | 99.93% |
30/04/2025 | 1.02% | 78.73 % | 79.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 390,597 GBP | 394,597 GBP | 99.96% | 99.96% |
29/04/2025 | 1.03% | 77.20 % | 78.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 386,663 GBP | 390,663 GBP | 100.00% | 100.00% |
28/04/2025 | 1.03% | 76.38 % | 77.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,395 GBP | 389,395 GBP | 100.00% | 100.00% |
25/04/2025 | 1.05% | 75.48 % | 76.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,615 GBP | 381,615 GBP | 99.58% | 99.58% |
24/04/2025 | 1.08% | 74.19 % | 74.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 367,736 GBP | 371,736 GBP | 100.00% | 100.00% |
23/04/2025 | 1.08% | 73.96 % | 74.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,080 GBP | 374,080 GBP | 96.36% | 96.36% |
22/04/2025 | 1.36% | 71.73 % | 72.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 354,332 GBP | 359,185 GBP | 99.79% | 99.79% |
17/04/2025 | 1.41% | 71.08 % | 72.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 352,275 GBP | 357,275 GBP | 99.82% | 99.82% |