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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.23% | 47.25 GBP | 47.36 GBP | 5,000 | 5,000 | 4,824 | 4,824 | 228,455 GBP | 228,980 GBP | 100.00% | 100.00% |
12/07/2024 | 0.23% | 47.55 GBP | 47.66 GBP | 4,900 | 4,900 | 4,774 | 4,774 | 226,756 GBP | 227,276 GBP | 100.00% | 100.00% |
11/07/2024 | 0.23% | 47.45 GBP | 47.56 GBP | 4,900 | 4,900 | 4,774 | 4,774 | 226,683 GBP | 227,203 GBP | 99.98% | 99.98% |
10/07/2024 | 0.23% | 47.25 GBP | 47.36 GBP | 5,000 | 5,000 | 4,877 | 4,877 | 229,863 GBP | 230,394 GBP | 100.00% | 100.00% |
09/07/2024 | 0.23% | 47.25 GBP | 47.36 GBP | 5,000 | 5,000 | 4,862 | 4,862 | 229,974 GBP | 230,504 GBP | 100.00% | 100.00% |
08/07/2024 | 0.23% | 47.15 GBP | 47.26 GBP | 5,000 | 5,000 | 4,870 | 4,870 | 229,611 GBP | 230,142 GBP | 100.00% | 100.00% |
05/07/2024 | 0.23% | 47.35 GBP | 47.46 GBP | 5,000 | 5,000 | 4,792 | 4,792 | 227,563 GBP | 228,086 GBP | 100.00% | 100.00% |
04/07/2024 | 0.23% | 47.75 GBP | 47.86 GBP | 4,900 | 4,900 | 4,772 | 4,772 | 227,789 GBP | 228,309 GBP | 99.46% | 99.46% |
03/07/2024 | 0.23% | 47.65 GBP | 47.76 GBP | 4,900 | 4,900 | 4,792 | 4,792 | 227,535 GBP | 228,057 GBP | 99.99% | 99.99% |
02/07/2024 | 0.23% | 46.85 GBP | 46.96 GBP | 5,100 | 5,100 | 4,954 | 4,954 | 232,621 GBP | 233,161 GBP | 99.99% | 99.99% |