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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 1.16% | 85.86 % | 86.86 % | 175,000 | 1,000 | 175,000 | 1,000 | 150,192 GBP | 868 GBP | 100.00% | 100.00% |
29/04/2025 | 1.16% | 86.45 % | 87.45 % | 175,000 | 1,000 | 175,000 | 1,000 | 150,405 GBP | 869 GBP | 100.00% | 100.00% |
28/04/2025 | 1.12% | 88.92 % | 89.92 % | 175,000 | 1,000 | 175,000 | 1,000 | 155,773 GBP | 900 GBP | 100.00% | 100.00% |
25/04/2025 | 1.12% | 88.95 % | 89.95 % | 175,000 | 1,000 | 175,000 | 1,000 | 155,452 GBP | 898 GBP | 100.00% | 100.00% |
24/04/2025 | 1.12% | 88.64 % | 89.64 % | 175,000 | 1,000 | 175,000 | 56,212 | 154,729 GBP | 50,206 GBP | 100.00% | 100.00% |
23/04/2025 | 1.11% | 88.36 % | 89.36 % | 175,000 | 175,000 | 175,000 | 175,000 | 156,285 GBP | 158,035 GBP | 99.96% | 99.96% |
22/04/2025 | 1.15% | 86.73 % | 87.73 % | 175,000 | 175,000 | 175,000 | 175,000 | 150,840 GBP | 152,590 GBP | 100.00% | 100.00% |
17/04/2025 | 1.16% | 86.19 % | 87.19 % | 175,000 | 175,000 | 175,000 | 175,000 | 149,439 GBP | 151,189 GBP | 100.00% | 100.00% |
16/04/2025 | 1.18% | 84.94 % | 85.94 % | 175,000 | 175,000 | 175,000 | 175,000 | 147,700 GBP | 149,450 GBP | 100.00% | 100.00% |
15/04/2025 | 1.18% | 84.26 % | 85.26 % | 175,000 | 175,000 | 175,000 | 175,000 | 147,225 GBP | 148,975 GBP | 100.00% | 100.00% |