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 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,493 GBP | 251,493 GBP | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,834 GBP | 251,834 GBP | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.80 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,386 GBP | 251,386 GBP | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,910 GBP | 250,910 GBP | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.41 % | 100.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,086 GBP | 251,086 GBP | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,546 GBP | 251,546 GBP | 99.49% | 99.49% |
05/07/2024 | 0.80% | 99.48 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,319 GBP | 251,319 GBP | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,466 GBP | 251,466 GBP | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.28 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,003 GBP | 250,003 GBP | 99.86% | 99.86% |
02/07/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,692 GBP | 249,692 GBP | 100.00% | 100.00% |