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% | 98.00 % | 98.31 % | 500,000 | 500,000 | 486,971 | 486,971 | 476,236 GBP | 477,744 GBP | 100.00% | 100.00% |
12/07/2024 | 0.31% | 97.90 % | 98.21 % | 500,000 | 500,000 | 486,987 | 486,894 | 477,180 GBP | 478,591 GBP | 100.00% | 100.00% |
11/07/2024 | 0.31% | 97.90 % | 98.21 % | 500,000 | 500,000 | 486,972 | 486,972 | 476,540 GBP | 478,042 GBP | 100.00% | 100.00% |
10/07/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 476,366 GBP | 477,876 GBP | 100.00% | 100.00% |
09/07/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 477,583 GBP | 479,092 GBP | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 486,970 | 486,970 | 480,136 GBP | 481,644 GBP | 100.00% | 100.00% |
05/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 480,070 GBP | 481,579 GBP | 100.00% | 100.00% |
04/07/2024 | 0.31% | 98.60 % | 98.91 % | 500,000 | 500,000 | 486,899 | 486,899 | 479,854 GBP | 481,364 GBP | 99.45% | 99.45% |
03/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 479,665 GBP | 481,175 GBP | 100.00% | 100.00% |
02/07/2024 | 0.31% | 98.40 % | 98.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 479,730 GBP | 481,238 GBP | 100.00% | 100.00% |