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 | 1.98% | 86.00 % | 87.70 % | 500,000 | 500,000 | 486,886 | 486,886 | 417,534 GBP | 425,871 GBP | 99.37% | 99.37% |
19/11/2024 | 2.08% | 83.70 % | 85.60 % | 500,000 | 500,000 | 486,959 | 486,959 | 414,624 GBP | 423,341 GBP | 99.94% | 99.94% |
18/11/2024 | 1.83% | 87.20 % | 88.80 % | 500,000 | 500,000 | 486,975 | 486,975 | 425,069 GBP | 432,935 GBP | 100.00% | 100.00% |
15/11/2024 | 1.80% | 87.10 % | 88.70 % | 500,000 | 500,000 | 486,970 | 486,970 | 425,912 GBP | 433,650 GBP | 100.00% | 100.00% |
14/11/2024 | 2.26% | 85.00 % | 86.70 % | 500,000 | 500,000 | 486,852 | 486,852 | 405,858 GBP | 415,105 GBP | 99.10% | 99.10% |
13/11/2024 | 4.70% | 80.80 % | 82.90 % | 500,000 | 500,000 | 325,630 | 325,630 | 259,184 GBP | 270,295 GBP | 100.00% | 100.00% |
12/11/2024 | 2.32% | 81.10 % | 83.20 % | 500,000 | 500,000 | 486,970 | 486,970 | 404,752 GBP | 414,275 GBP | 100.00% | 100.00% |
11/11/2024 | 1.62% | 87.90 % | 89.50 % | 500,000 | 500,000 | 486,970 | 486,970 | 430,980 GBP | 438,000 GBP | 100.00% | 100.00% |
08/11/2024 | 1.23% | 87.60 % | 89.10 % | 500,000 | 500,000 | 486,973 | 486,973 | 435,898 GBP | 441,289 GBP | 100.00% | 100.00% |
07/11/2024 | 0.65% | 92.00 % | 92.60 % | 500,000 | 500,000 | 486,870 | 486,870 | 449,362 GBP | 452,283 GBP | 99.23% | 99.23% |