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 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,969 | 486,969 | 479,371 GBP | 480,879 GBP | 100.00% | 100.00% |
19/11/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 486,950 | 486,950 | 477,886 GBP | 479,395 GBP | 99.85% | 99.85% |
18/11/2024 | 0.32% | 98.00 % | 98.31 % | 500,000 | 500,000 | 486,974 | 486,974 | 476,262 GBP | 477,772 GBP | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 486,970 | 486,970 | 475,173 GBP | 477,608 GBP | 100.00% | 100.00% |
14/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 486,852 | 486,852 | 470,157 GBP | 471,666 GBP | 99.10% | 99.10% |
13/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 486,971 | 486,971 | 471,941 GBP | 473,450 GBP | 100.00% | 100.00% |
12/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 473,449 GBP | 474,959 GBP | 100.00% | 100.00% |
11/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 476,450 GBP | 477,960 GBP | 100.00% | 100.00% |
08/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 486,973 | 486,973 | 481,378 GBP | 482,887 GBP | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 486,869 | 486,869 | 482,878 GBP | 484,388 GBP | 99.23% | 99.23% |