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% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,860 GBP | 251,860 GBP | 100.00% | 100.00% |
12/07/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,705 GBP | 251,705 GBP | 100.00% | 100.00% |
11/07/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,198 GBP | 253,223 GBP | 100.00% | 100.00% |
10/07/2024 | 0.80% | 100.32 % | 101.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,118 GBP | 253,143 GBP | 100.00% | 100.00% |
09/07/2024 | 0.80% | 100.39 % | 101.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,158 GBP | 253,183 GBP | 100.00% | 100.00% |
08/07/2024 | 0.80% | 100.42 % | 101.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,536 GBP | 253,561 GBP | 99.57% | 99.57% |
05/07/2024 | 0.80% | 100.47 % | 101.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,363 GBP | 252,368 GBP | 100.00% | 100.00% |
04/07/2024 | 0.80% | 100.07 % | 100.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,171 GBP | 252,171 GBP | 100.00% | 100.00% |
03/07/2024 | 0.80% | 99.97 % | 100.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,016 GBP | 252,016 GBP | 99.80% | 99.80% |
02/07/2024 | 0.80% | 99.81 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,252 GBP | 251,252 GBP | 100.00% | 100.00% |