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 | 0.59% | 100.70 % | 101.30 % | 500,000 | 500,000 | 486,971 | 486,971 | 490,379 GBP | 493,300 GBP | 100.00% | 100.00% |
12/07/2024 | 0.59% | 100.60 % | 101.20 % | 500,000 | 500,000 | 486,987 | 486,987 | 489,909 GBP | 492,831 GBP | 100.00% | 100.00% |
11/07/2024 | 0.60% | 100.50 % | 101.10 % | 500,000 | 500,000 | 486,972 | 486,972 | 489,406 GBP | 492,328 GBP | 100.00% | 100.00% |
10/07/2024 | 0.60% | 100.50 % | 101.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 489,350 GBP | 492,272 GBP | 100.00% | 100.00% |
09/07/2024 | 0.59% | 100.50 % | 101.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 489,737 GBP | 492,658 GBP | 100.00% | 100.00% |
08/07/2024 | 0.60% | 100.50 % | 101.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 489,387 GBP | 492,309 GBP | 100.00% | 100.00% |
05/07/2024 | 0.60% | 100.00 % | 100.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 487,385 GBP | 490,307 GBP | 100.00% | 100.00% |
04/07/2024 | 0.60% | 100.40 % | 101.00 % | 500,000 | 500,000 | 486,899 | 486,899 | 488,847 GBP | 491,768 GBP | 99.45% | 99.45% |
03/07/2024 | 0.60% | 100.40 % | 101.00 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,877 GBP | 491,798 GBP | 100.00% | 100.00% |
02/07/2024 | 0.60% | 100.20 % | 100.80 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,281 GBP | 491,203 GBP | 100.00% | 100.00% |