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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 GBP | 499,500 GBP | 100.00% | 100.00% |
30/04/2025 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,999 GBP | 499,499 GBP | 99.36% | 99.36% |
29/04/2025 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 GBP | 499,500 GBP | 100.00% | 100.00% |
28/04/2025 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,500 GBP | 499,000 GBP | 99.14% | 99.14% |
25/04/2025 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,000 GBP | 498,500 GBP | 98.83% | 98.83% |
24/04/2025 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,000 GBP | 498,500 GBP | 99.06% | 99.06% |
23/04/2025 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,979 GBP | 498,479 GBP | 99.91% | 99.91% |
22/04/2025 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,553 GBP | 498,053 GBP | 98.41% | 98.41% |
17/04/2025 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,000 GBP | 497,500 GBP | 100.00% | 100.00% |
16/04/2025 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,049 GBP | 497,549 GBP | 100.00% | 100.00% |