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% | 101.20 % | 101.51 % | 500,000 | 500,000 | 486,971 | 486,971 | 493,144 GBP | 494,652 GBP | 100.00% | 100.00% |
12/07/2024 | 0.30% | 101.30 % | 101.61 % | 500,000 | 500,000 | 486,987 | 486,987 | 492,893 GBP | 494,396 GBP | 100.00% | 100.00% |
11/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 486,971 | 486,971 | 491,271 GBP | 492,773 GBP | 99.99% | 99.99% |
10/07/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 486,970 | 486,970 | 492,456 GBP | 493,965 GBP | 100.00% | 100.00% |
09/07/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 491,382 GBP | 492,891 GBP | 100.00% | 100.00% |
08/07/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 489,675 GBP | 491,183 GBP | 100.00% | 100.00% |
05/07/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 486,970 | 486,970 | 490,933 GBP | 492,442 GBP | 100.00% | 100.00% |
04/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 486,900 | 486,900 | 490,262 GBP | 491,771 GBP | 99.46% | 99.46% |
03/07/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 491,063 GBP | 492,573 GBP | 100.00% | 100.00% |
02/07/2024 | 0.31% | 101.10 % | 101.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 491,746 GBP | 493,254 GBP | 100.00% | 100.00% |