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 | 0.63% | 95.30 % | 95.90 % | 500,000 | 500,000 | 486,971 | 486,971 | 464,535 GBP | 467,457 GBP | 100.00% | 100.00% |
12/07/2024 | 0.62% | 96.20 % | 96.80 % | 500,000 | 500,000 | 486,987 | 486,987 | 468,983 GBP | 471,905 GBP | 100.00% | 100.00% |
11/07/2024 | 0.62% | 96.50 % | 97.10 % | 500,000 | 500,000 | 486,971 | 486,971 | 469,236 GBP | 472,158 GBP | 99.99% | 99.99% |
10/07/2024 | 0.63% | 95.90 % | 96.50 % | 500,000 | 500,000 | 486,970 | 486,970 | 465,738 GBP | 468,660 GBP | 100.00% | 100.00% |
09/07/2024 | 0.63% | 95.00 % | 95.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 463,301 GBP | 466,223 GBP | 100.00% | 100.00% |
08/07/2024 | 0.63% | 94.80 % | 95.40 % | 500,000 | 500,000 | 486,970 | 486,970 | 460,939 GBP | 463,861 GBP | 100.00% | 100.00% |
05/07/2024 | 0.64% | 93.50 % | 94.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 458,462 GBP | 461,384 GBP | 100.00% | 100.00% |
04/07/2024 | 0.63% | 94.80 % | 95.40 % | 500,000 | 500,000 | 486,899 | 486,899 | 462,676 GBP | 465,597 GBP | 99.45% | 99.45% |
03/07/2024 | 0.63% | 94.90 % | 95.50 % | 500,000 | 500,000 | 486,970 | 486,970 | 459,929 GBP | 462,851 GBP | 100.00% | 100.00% |
02/07/2024 | 0.64% | 94.00 % | 94.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 458,248 GBP | 461,169 GBP | 100.00% | 100.00% |