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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 485,242 GBP | 486,751 GBP | 100.00% | 100.00% |
22/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 486,961 | 486,961 | 485,987 GBP | 487,497 GBP | 99.90% | 99.90% |
20/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 486,886 | 486,886 | 485,274 GBP | 486,782 GBP | 99.37% | 99.37% |
19/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 486,943 | 486,943 | 485,499 GBP | 487,009 GBP | 99.82% | 99.82% |
18/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 486,974 | 486,974 | 485,542 GBP | 487,052 GBP | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 486,970 | 486,970 | 484,535 GBP | 486,970 GBP | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 486,852 | 486,852 | 484,905 GBP | 486,414 GBP | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 486,971 | 486,971 | 485,976 GBP | 487,486 GBP | 100.00% | 100.00% |
12/11/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 485,520 GBP | 487,029 GBP | 100.00% | 100.00% |
11/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 486,218 GBP | 487,728 GBP | 100.00% | 100.00% |