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 | 1.18% | 19.08 GBP | 19.36 GBP | 1,000 | 700 | 1,000 | 1,000 | 19,159 GBP | 19,386 GBP | 1.99% | 98.15% |
19/11/2024 | 1.15% | 19.08 GBP | 19.36 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,163 GBP | 19,385 GBP | 18.48% | 93.70% |
18/11/2024 | 1.16% | 19.14 GBP | 19.36 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,107 GBP | 19,329 GBP | 75.80% | 75.80% |
15/11/2024 | 1.17% | 19.02 GBP | 19.24 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,039 GBP | 19,263 GBP | 91.69% | 91.69% |
14/11/2024 | 1.17% | 18.98 GBP | 19.20 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 18,964 GBP | 19,188 GBP | 63.60% | 63.60% |
13/11/2024 | 1.16% | 18.98 GBP | 19.22 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,115 GBP | 19,337 GBP | 76.12% | 76.12% |
12/11/2024 | 1.16% | 19.00 GBP | 19.22 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,061 GBP | 19,284 GBP | 51.70% | 51.70% |
11/11/2024 | 1.15% | 19.18 GBP | 19.42 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,209 GBP | 19,431 GBP | 80.24% | 80.24% |
08/11/2024 | 1.13% | 19.42 GBP | 19.64 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,582 GBP | 19,803 GBP | 86.98% | 86.98% |
07/11/2024 | 1.11% | 19.94 GBP | 20.16 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,881 GBP | 20,103 GBP | 99.16% | 99.16% |