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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 486,886 | 486,886 | 486,898 GBP | 488,407 GBP | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 486,944 | 486,944 | 487,918 GBP | 489,427 GBP | 99.81% | 99.81% |
18/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 486,974 | 486,974 | 486,735 GBP | 488,245 GBP | 100.00% | 100.00% |
15/11/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 486,970 | 486,970 | 486,038 GBP | 488,473 GBP | 100.00% | 100.00% |
14/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 486,852 | 486,852 | 486,365 GBP | 487,874 GBP | 99.10% | 99.10% |
13/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 486,971 | 486,971 | 486,499 GBP | 488,008 GBP | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 486,970 | 486,970 | 486,970 GBP | 488,480 GBP | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 486,970 | 486,970 | 486,970 GBP | 488,479 GBP | 100.00% | 100.00% |
08/11/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 486,973 | 486,973 | 486,496 GBP | 488,006 GBP | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 486,869 | 486,869 | 487,316 GBP | 488,825 GBP | 99.23% | 99.23% |