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 | 1.14% | 19.30 GBP | 19.52 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,325 GBP | 19,547 GBP | 98.49% | 98.49% |
12/07/2024 | 1.14% | 19.48 GBP | 19.70 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,417 GBP | 19,639 GBP | 81.92% | 81.92% |
11/07/2024 | 1.14% | 19.26 GBP | 19.48 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,375 GBP | 19,597 GBP | 98.57% | 98.57% |
10/07/2024 | 1.14% | 19.36 GBP | 19.58 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,305 GBP | 19,527 GBP | 86.79% | 86.79% |
09/07/2024 | 1.14% | 19.38 GBP | 19.60 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,412 GBP | 19,636 GBP | 99.17% | 99.17% |
08/07/2024 | 1.14% | 19.34 GBP | 19.56 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,399 GBP | 19,621 GBP | 98.37% | 98.37% |
05/07/2024 | 1.13% | 19.50 GBP | 19.72 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,526 GBP | 19,748 GBP | 98.52% | 98.52% |
04/07/2024 | 1.13% | 19.66 GBP | 19.90 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,636 GBP | 19,859 GBP | 96.96% | 96.96% |
03/07/2024 | 1.14% | 19.64 GBP | 19.86 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,515 GBP | 19,738 GBP | 97.61% | 97.61% |
02/07/2024 | 1.14% | 19.30 GBP | 19.52 GBP | 1,000 | 1,000 | 1,000 | 1,000 | 19,301 GBP | 19,523 GBP | 98.90% | 98.90% |