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 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 467,846 GBP | 469,354 GBP | 100.00% | 100.00% |
19/11/2024 | 0.32% | 96.40 % | 96.71 % | 500,000 | 500,000 | 486,944 | 486,944 | 470,132 GBP | 471,642 GBP | 99.81% | 99.81% |
18/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 486,974 | 486,974 | 470,000 GBP | 471,510 GBP | 100.00% | 100.00% |
15/11/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 486,970 | 486,970 | 468,157 GBP | 470,592 GBP | 100.00% | 100.00% |
14/11/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 486,852 | 486,852 | 466,266 GBP | 467,776 GBP | 99.10% | 99.10% |
13/11/2024 | 0.33% | 94.60 % | 94.91 % | 500,000 | 500,000 | 486,971 | 486,971 | 460,561 GBP | 462,070 GBP | 100.00% | 100.00% |
12/11/2024 | 0.33% | 94.70 % | 95.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 462,911 GBP | 464,420 GBP | 100.00% | 100.00% |
11/11/2024 | 0.32% | 95.10 % | 95.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 464,135 GBP | 465,644 GBP | 100.00% | 100.00% |
08/11/2024 | 0.32% | 95.60 % | 95.91 % | 500,000 | 500,000 | 486,973 | 486,973 | 467,473 GBP | 468,983 GBP | 100.00% | 100.00% |
07/11/2024 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 486,711 | 486,711 | 469,085 GBP | 470,594 GBP | 98.05% | 98.05% |