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 | 0.23% | 47.95 GBP | 48.06 GBP | 5,400 | 5,400 | 5,268 | 5,268 | 252,451 GBP | 253,026 GBP | 100.00% | 100.00% |
19/11/2024 | 0.23% | 47.65 GBP | 47.76 GBP | 5,500 | 5,500 | 5,349 | 5,349 | 254,711 GBP | 255,294 GBP | 100.00% | 100.00% |
18/11/2024 | 0.23% | 47.45 GBP | 47.56 GBP | 5,500 | 5,500 | 5,357 | 5,357 | 253,592 GBP | 254,176 GBP | 100.00% | 100.00% |
15/11/2024 | 0.42% | 47.10 GBP | 47.30 GBP | 5,600 | 5,600 | 5,412 | 5,412 | 254,222 GBP | 255,304 GBP | 100.00% | 100.00% |
14/11/2024 | 0.24% | 46.55 GBP | 46.66 GBP | 5,600 | 5,600 | 5,469 | 5,469 | 254,081 GBP | 254,678 GBP | 100.00% | 100.00% |
13/11/2024 | 0.23% | 46.55 GBP | 46.66 GBP | 5,600 | 5,600 | 5,445 | 5,445 | 254,398 GBP | 254,992 GBP | 100.00% | 100.00% |
12/11/2024 | 0.30% | 46.55 GBP | 46.66 GBP | 5,600 | 5,600 | 5,003 | 5,003 | 234,360 GBP | 235,021 GBP | 100.00% | 100.00% |
11/11/2024 | 0.23% | 47.45 GBP | 47.56 GBP | 5,500 | 5,500 | 5,270 | 5,270 | 251,046 GBP | 251,620 GBP | 100.00% | 100.00% |
08/11/2024 | 0.22% | 48.35 GBP | 48.46 GBP | 5,400 | 5,400 | 5,173 | 5,173 | 250,800 GBP | 251,364 GBP | 100.00% | 100.00% |
07/11/2024 | 0.22% | 49.35 GBP | 49.46 GBP | 5,100 | 5,100 | 4,972 | 4,972 | 244,863 GBP | 245,405 GBP | 99.34% | 99.34% |