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 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 486,971 | 486,971 | 470,088 GBP | 471,595 GBP | 100.00% | 100.00% |
12/07/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 486,987 | 486,987 | 471,567 GBP | 473,070 GBP | 100.00% | 100.00% |
11/07/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 486,972 | 486,972 | 471,142 GBP | 472,644 GBP | 100.00% | 100.00% |
10/07/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 470,474 GBP | 471,983 GBP | 100.00% | 100.00% |
09/07/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 470,682 GBP | 472,191 GBP | 100.00% | 100.00% |
08/07/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 471,149 GBP | 472,657 GBP | 100.00% | 100.00% |
05/07/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 486,970 | 486,970 | 472,718 GBP | 474,228 GBP | 100.00% | 100.00% |
04/07/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 486,899 | 486,899 | 471,907 GBP | 473,416 GBP | 99.45% | 99.45% |
03/07/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 469,332 GBP | 470,841 GBP | 100.00% | 100.00% |
02/07/2024 | 0.32% | 96.20 % | 96.51 % | 500,000 | 500,000 | 486,970 | 486,970 | 468,021 GBP | 469,529 GBP | 100.00% | 100.00% |