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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.83% | 96.69 % | 97.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,187 GBP | 145,387 GBP | 100.00% | 100.00% |
11/04/2025 | 0.85% | 93.77 % | 94.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,482 GBP | 141,682 GBP | 100.00% | 100.00% |
10/04/2025 | 0.84% | 94.37 % | 95.17 % | 150,000 | 115,000 | 150,000 | 143,532 | 142,549 GBP | 137,587 GBP | 98.47% | 98.47% |
09/04/2025 | 0.88% | 90.04 % | 90.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 135,192 GBP | 136,392 GBP | 98.65% | 98.65% |
08/04/2025 | 0.85% | 94.56 % | 95.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,778 GBP | 141,978 GBP | 99.24% | 99.24% |
07/04/2025 | 0.87% | 92.15 % | 92.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 137,280 GBP | 138,480 GBP | 99.14% | 99.14% |
04/04/2025 | 0.81% | 96.43 % | 97.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,493 GBP | 148,696 GBP | 100.00% | 100.00% |
03/04/2025 | 0.80% | 101.88 % | 102.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,299 GBP | 154,529 GBP | 97.18% | 97.18% |
02/04/2025 | 0.80% | 103.39 % | 104.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,218 GBP | 156,463 GBP | 100.00% | 100.00% |
01/04/2025 | 0.80% | 104.01 % | 104.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,143 GBP | 157,401 GBP | 100.00% | 100.00% |