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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 486,971 | 486,971 | 481,185 GBP | 482,695 GBP | 100.00% | 100.00% |
12/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 481,689 GBP | 483,198 GBP | 100.00% | 100.00% |
11/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 479,108 GBP | 480,618 GBP | 100.00% | 100.00% |
08/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,973 | 486,973 | 480,071 GBP | 481,580 GBP | 100.00% | 100.00% |
07/11/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 486,870 | 486,870 | 480,428 GBP | 481,938 GBP | 99.24% | 99.24% |
06/11/2024 | 0.31% | 99.00 % | 99.31 % | 500,000 | 500,000 | 486,970 | 486,970 | 482,325 GBP | 483,835 GBP | 100.00% | 100.00% |
05/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 486,920 | 486,920 | 481,078 GBP | 482,588 GBP | 99.62% | 99.62% |
04/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 486,914 | 486,914 | 481,394 GBP | 482,903 GBP | 99.59% | 99.59% |
01/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,940 | 486,940 | 479,225 GBP | 480,734 GBP | 99.76% | 99.76% |
31/10/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 486,970 | 486,970 | 479,111 GBP | 480,621 GBP | 100.00% | 100.00% |