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 | 0.97% | 81.82 % | 82.62 % | 250,000 | 1,000 | 250,000 | 1,000 | 204,243 GBP | 825 GBP | 100.00% | 100.00% |
29/04/2025 | 0.97% | 81.97 % | 82.77 % | 250,000 | 1,000 | 250,000 | 1,000 | 205,632 GBP | 831 GBP | 100.00% | 100.00% |
28/04/2025 | 0.97% | 82.10 % | 82.90 % | 250,000 | 1,000 | 250,000 | 1,000 | 205,184 GBP | 829 GBP | 100.00% | 100.00% |
25/04/2025 | 0.97% | 81.98 % | 82.78 % | 250,000 | 1,000 | 250,000 | 1,000 | 205,065 GBP | 828 GBP | 100.00% | 100.00% |
24/04/2025 | 0.99% | 81.24 % | 82.04 % | 250,000 | 1,000 | 250,000 | 80,010 | 201,723 GBP | 64,929 GBP | 100.00% | 100.00% |
23/04/2025 | 0.98% | 80.60 % | 81.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 202,544 GBP | 204,544 GBP | 100.00% | 100.00% |
22/04/2025 | 1.00% | 78.72 % | 79.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,820 GBP | 196,774 GBP | 100.00% | 100.00% |
17/04/2025 | 1.00% | 77.82 % | 78.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,827 GBP | 195,777 GBP | 100.00% | 100.00% |
16/04/2025 | 1.00% | 77.27 % | 78.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,919 GBP | 194,862 GBP | 100.00% | 100.00% |
15/04/2025 | 1.00% | 78.12 % | 78.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,897 GBP | 196,854 GBP | 100.00% | 100.00% |