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% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,095 GBP | 251,095 GBP | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,042 GBP | 251,042 GBP | 100.00% | 100.00% |
11/07/2024 | 0.80% | 99.65 % | 100.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,967 GBP | 250,967 GBP | 100.00% | 100.00% |
10/07/2024 | 0.80% | 99.58 % | 100.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,984 GBP | 250,984 GBP | 100.00% | 100.00% |
09/07/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,933 GBP | 250,933 GBP | 100.00% | 100.00% |
08/07/2024 | 0.80% | 99.60 % | 100.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,023 GBP | 251,023 GBP | 99.20% | 99.20% |
05/07/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,965 GBP | 250,965 GBP | 100.00% | 100.00% |
04/07/2024 | 0.80% | 99.56 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,902 GBP | 250,902 GBP | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,816 GBP | 250,816 GBP | 99.85% | 99.85% |
02/07/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,812 GBP | 250,812 GBP | 100.00% | 100.00% |