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% | 98.30 % | 98.61 % | 500,000 | 500,000 | 486,887 | 486,887 | 478,521 GBP | 480,029 GBP | 99.37% | 99.37% |
19/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 486,945 | 486,945 | 477,997 GBP | 479,507 GBP | 99.82% | 99.82% |
18/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 486,974 | 486,974 | 475,916 GBP | 477,425 GBP | 100.00% | 100.00% |
15/11/2024 | 0.51% | 97.40 % | 97.90 % | 500,000 | 500,000 | 486,970 | 486,970 | 474,367 GBP | 476,802 GBP | 100.00% | 100.00% |
14/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 486,852 | 486,852 | 473,426 GBP | 474,935 GBP | 99.10% | 99.10% |
13/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 486,971 | 486,971 | 474,490 GBP | 476,000 GBP | 100.00% | 100.00% |
12/11/2024 | 0.38% | 97.20 % | 97.51 % | 500,000 | 500,000 | 449,424 | 449,424 | 437,782 GBP | 439,386 GBP | 100.00% | 100.00% |
11/11/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 486,970 | 486,970 | 475,740 GBP | 477,250 GBP | 100.00% | 100.00% |
08/11/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 486,973 | 486,973 | 481,331 GBP | 482,841 GBP | 100.00% | 100.00% |
07/11/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 486,813 | 486,813 | 482,924 GBP | 484,433 GBP | 98.81% | 98.81% |