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 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 486,971 | 486,971 | 480,471 GBP | 481,978 GBP | 100.00% | 100.00% |
12/07/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 486,987 | 486,987 | 480,347 GBP | 481,850 GBP | 100.00% | 100.00% |
11/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,972 | 486,972 | 479,740 GBP | 481,242 GBP | 100.00% | 100.00% |
10/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 478,816 GBP | 480,326 GBP | 100.00% | 100.00% |
09/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 479,735 GBP | 481,245 GBP | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 481,044 GBP | 482,552 GBP | 100.00% | 100.00% |
05/07/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 486,970 | 486,970 | 480,933 GBP | 482,443 GBP | 100.00% | 100.00% |
04/07/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 486,899 | 486,899 | 479,954 GBP | 481,463 GBP | 99.45% | 99.45% |
03/07/2024 | 0.32% | 98.30 % | 98.61 % | 500,000 | 500,000 | 486,970 | 486,970 | 478,219 GBP | 479,729 GBP | 100.00% | 100.00% |
02/07/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 476,113 GBP | 477,621 GBP | 100.00% | 100.00% |