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% | 100.60 % | 100.91 % | 500,000 | 500,000 | 486,886 | 486,886 | 489,807 GBP | 491,316 GBP | 99.37% | 99.37% |
19/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,960 | 486,960 | 489,395 GBP | 490,905 GBP | 99.94% | 99.94% |
18/11/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 486,974 | 486,974 | 489,750 GBP | 491,259 GBP | 100.00% | 100.00% |
15/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 486,970 | 486,970 | 488,918 GBP | 491,353 GBP | 100.00% | 100.00% |
14/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,852 | 486,852 | 489,286 GBP | 490,795 GBP | 99.10% | 99.10% |
13/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,971 | 486,971 | 489,406 GBP | 490,915 GBP | 100.00% | 100.00% |
12/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 489,405 GBP | 490,915 GBP | 100.00% | 100.00% |
11/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,970 | 486,970 | 489,405 GBP | 490,914 GBP | 100.00% | 100.00% |
08/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,973 | 486,973 | 489,407 GBP | 490,917 GBP | 100.00% | 100.00% |
07/11/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 486,869 | 486,869 | 489,304 GBP | 490,813 GBP | 99.23% | 99.23% |