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 | 0.82% | 96.53 % | 97.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,956 GBP | 243,956 GBP | 99.98% | 99.98% |
19/11/2024 | 0.83% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,099 GBP | 243,099 GBP | 99.92% | 99.92% |
18/11/2024 | 0.83% | 96.19 % | 96.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,994 GBP | 241,994 GBP | 100.00% | 100.00% |
15/11/2024 | 0.83% | 96.28 % | 97.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,305 GBP | 243,305 GBP | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,361 GBP | 248,361 GBP | 100.00% | 100.00% |
13/11/2024 | 0.81% | 97.89 % | 98.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,127 GBP | 247,127 GBP | 99.94% | 99.94% |
12/11/2024 | 0.82% | 97.56 % | 98.36 % | 250,000 | 238,000 | 250,000 | 239,725 | 243,346 GBP | 235,262 GBP | 99.97% | 99.97% |
11/11/2024 | 0.82% | 97.26 % | 98.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,459 GBP | 245,459 GBP | 100.00% | 100.00% |
08/11/2024 | 0.82% | 96.71 % | 97.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,329 GBP | 244,329 GBP | 99.96% | 99.96% |
07/11/2024 | 0.83% | 96.47 % | 97.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,061 GBP | 243,061 GBP | 99.94% | 99.94% |