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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,696 GBP | 498,196 GBP | 99.37% | 99.37% |
19/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,983 GBP | 498,483 GBP | 100.00% | 100.00% |
18/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 GBP | 498,000 GBP | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,995 GBP | 498,495 GBP | 100.00% | 100.00% |
14/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 GBP | 498,000 GBP | 99.10% | 99.10% |
13/11/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,000 GBP | 497,500 GBP | 100.00% | 100.00% |
12/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,500 GBP | 497,000 GBP | 100.00% | 100.00% |
11/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 496,000 | 500,000 | 496,009 | 494,500 GBP | 493,033 GBP | 100.00% | 100.00% |
08/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,500 GBP | 498,000 GBP | 100.00% | 100.00% |
07/11/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,386 GBP | 497,886 GBP | 99.23% | 99.23% |