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% | 97.00 % | 97.31 % | 500,000 | 500,000 | 486,971 | 486,971 | 473,676 GBP | 475,183 GBP | 100.00% | 100.00% |
12/07/2024 | 0.32% | 97.20 % | 97.51 % | 500,000 | 500,000 | 486,987 | 486,959 | 473,715 GBP | 475,189 GBP | 100.00% | 100.00% |
11/07/2024 | 0.32% | 97.20 % | 97.51 % | 500,000 | 500,000 | 486,972 | 486,972 | 472,987 GBP | 474,489 GBP | 100.00% | 100.00% |
10/07/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 470,907 GBP | 472,417 GBP | 100.00% | 100.00% |
09/07/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 486,970 | 486,970 | 471,955 GBP | 473,465 GBP | 100.00% | 100.00% |
08/07/2024 | 0.32% | 96.70 % | 97.01 % | 500,000 | 500,000 | 486,970 | 486,970 | 470,926 GBP | 472,435 GBP | 100.00% | 100.00% |
05/07/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 486,970 | 486,970 | 473,642 GBP | 475,151 GBP | 100.00% | 100.00% |
04/07/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 486,899 | 486,899 | 474,657 GBP | 476,166 GBP | 99.45% | 99.45% |
03/07/2024 | 0.32% | 97.40 % | 97.71 % | 500,000 | 500,000 | 486,970 | 486,970 | 473,079 GBP | 474,589 GBP | 100.00% | 100.00% |
02/07/2024 | 0.32% | 96.50 % | 96.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 470,236 GBP | 471,744 GBP | 100.00% | 100.00% |