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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.80% | 99.84 % | 100.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,812 GBP | 250,812 GBP | 99.41% | 99.41% |
22/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,971 GBP | 249,971 GBP | 100.00% | 100.00% |
20/11/2024 | 0.81% | 98.64 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,595 GBP | 248,595 GBP | 99.99% | 99.99% |
19/11/2024 | 0.81% | 98.43 % | 99.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,798 GBP | 247,798 GBP | 99.97% | 99.97% |
18/11/2024 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,013 GBP | 248,013 GBP | 100.00% | 100.00% |
15/11/2024 | 0.81% | 97.92 % | 98.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,872 GBP | 246,872 GBP | 99.98% | 99.98% |
14/11/2024 | 0.82% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,005 GBP | 246,005 GBP | 99.95% | 99.95% |
13/11/2024 | 0.83% | 97.34 % | 98.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,333 GBP | 243,333 GBP | 99.82% | 99.82% |
12/11/2024 | 0.82% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,172 GBP | 245,172 GBP | 99.76% | 99.76% |
11/11/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,719 GBP | 249,719 GBP | 100.00% | 100.00% |