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 | 0.93% | 86.10 % | 87.01 % | 500,000 | 500,000 | 486,446 | 486,446 | 417,369 GBP | 421,230 GBP | 99.99% | 99.99% |
12/07/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 486,987 | 486,987 | 464,110 GBP | 465,613 GBP | 100.00% | 100.00% |
11/07/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 486,972 | 486,972 | 459,631 GBP | 461,133 GBP | 100.00% | 100.00% |
10/07/2024 | 0.33% | 94.20 % | 94.51 % | 500,000 | 500,000 | 486,970 | 486,970 | 459,629 GBP | 461,139 GBP | 100.00% | 100.00% |
09/07/2024 | 0.32% | 94.20 % | 94.51 % | 500,000 | 500,000 | 486,970 | 486,970 | 463,790 GBP | 465,300 GBP | 100.00% | 100.00% |
08/07/2024 | 0.32% | 96.10 % | 96.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 467,342 GBP | 468,850 GBP | 100.00% | 100.00% |
05/07/2024 | 0.32% | 95.60 % | 95.91 % | 500,000 | 500,000 | 486,969 | 486,969 | 466,239 GBP | 467,749 GBP | 99.99% | 99.99% |
04/07/2024 | 0.33% | 94.80 % | 95.11 % | 500,000 | 500,000 | 486,899 | 486,899 | 462,348 GBP | 463,857 GBP | 99.45% | 99.45% |
03/07/2024 | 0.33% | 94.70 % | 95.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 458,052 GBP | 459,561 GBP | 100.00% | 100.00% |
02/07/2024 | 0.33% | 93.60 % | 93.91 % | 500,000 | 500,000 | 486,970 | 486,970 | 455,770 GBP | 457,278 GBP | 100.00% | 100.00% |