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 | 0.95% | 104.23 % | 105.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,744 GBP | 263,244 GBP | 100.00% | 100.00% |
19/11/2024 | 0.96% | 104.15 % | 105.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,384 GBP | 262,884 GBP | 99.99% | 99.99% |
18/11/2024 | 0.96% | 104.17 % | 105.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,190 GBP | 262,690 GBP | 100.00% | 100.00% |
15/11/2024 | 0.95% | 104.24 % | 105.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,095 GBP | 263,595 GBP | 100.00% | 100.00% |
14/11/2024 | 0.95% | 104.56 % | 105.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,325 GBP | 263,825 GBP | 100.00% | 100.00% |
13/11/2024 | 0.95% | 104.46 % | 105.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,027 GBP | 263,527 GBP | 100.00% | 100.00% |
12/11/2024 | 0.95% | 104.36 % | 105.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,813 GBP | 263,313 GBP | 99.98% | 99.98% |
11/11/2024 | 0.95% | 104.28 % | 105.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,856 GBP | 263,356 GBP | 100.00% | 100.00% |
08/11/2024 | 0.95% | 104.37 % | 105.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,113 GBP | 263,613 GBP | 100.00% | 100.00% |
07/11/2024 | 0.95% | 104.41 % | 105.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,598 GBP | 263,098 GBP | 100.00% | 100.00% |