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% | 96.30 % | 96.61 % | 500,000 | 500,000 | 486,971 | 486,971 | 468,855 GBP | 470,363 GBP | 100.00% | 100.00% |
12/07/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 486,987 | 486,987 | 471,680 GBP | 473,183 GBP | 100.00% | 100.00% |
11/07/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 486,972 | 486,972 | 471,727 GBP | 473,229 GBP | 100.00% | 100.00% |
10/07/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 469,436 GBP | 470,946 GBP | 100.00% | 100.00% |
09/07/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 486,969 | 486,969 | 466,803 GBP | 468,312 GBP | 99.99% | 99.99% |
08/07/2024 | 0.32% | 95.90 % | 96.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 466,412 GBP | 467,920 GBP | 100.00% | 100.00% |
05/07/2024 | 0.32% | 95.30 % | 95.61 % | 500,000 | 500,000 | 486,970 | 486,970 | 465,797 GBP | 467,307 GBP | 100.00% | 100.00% |
04/07/2024 | 0.32% | 95.80 % | 96.11 % | 500,000 | 500,000 | 486,899 | 486,899 | 466,773 GBP | 468,282 GBP | 99.45% | 99.45% |
03/07/2024 | 0.32% | 95.70 % | 96.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 464,540 GBP | 466,050 GBP | 100.00% | 100.00% |
02/07/2024 | 0.32% | 95.10 % | 95.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 463,750 GBP | 465,258 GBP | 100.00% | 100.00% |