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% | 98.60 % | 98.91 % | 500,000 | 500,000 | 486,971 | 486,971 | 480,424 GBP | 481,932 GBP | 100.00% | 100.00% |
12/07/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 486,987 | 486,987 | 479,667 GBP | 481,170 GBP | 100.00% | 100.00% |
11/07/2024 | 0.31% | 98.70 % | 99.01 % | 500,000 | 500,000 | 486,972 | 486,972 | 480,201 GBP | 481,703 GBP | 100.00% | 100.00% |
10/07/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 486,970 | 486,970 | 478,688 GBP | 480,198 GBP | 100.00% | 100.00% |
09/07/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 476,297 GBP | 477,807 GBP | 100.00% | 100.00% |
08/07/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 486,970 | 486,970 | 478,197 GBP | 479,705 GBP | 100.00% | 100.00% |
05/07/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 477,017 GBP | 478,526 GBP | 100.00% | 100.00% |
04/07/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 486,899 | 486,899 | 476,187 GBP | 477,697 GBP | 99.45% | 99.45% |
03/07/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 476,229 GBP | 477,738 GBP | 100.00% | 100.00% |
02/07/2024 | 0.32% | 97.80 % | 98.11 % | 500,000 | 500,000 | 486,970 | 486,970 | 475,942 GBP | 477,450 GBP | 100.00% | 100.00% |