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 | 0.91% | 86.45 % | 87.25 % | 250,000 | 1,000 | 250,000 | 1,000 | 218,141 GBP | 881 GBP | 100.00% | 100.00% |
29/04/2025 | 0.91% | 87.67 % | 88.47 % | 250,000 | 1,000 | 250,000 | 1,000 | 219,027 GBP | 884 GBP | 100.00% | 100.00% |
28/04/2025 | 0.90% | 88.31 % | 89.11 % | 250,000 | 1,000 | 250,000 | 1,000 | 220,776 GBP | 891 GBP | 100.00% | 100.00% |
25/04/2025 | 0.91% | 87.70 % | 88.50 % | 250,000 | 1,000 | 250,000 | 1,000 | 218,151 GBP | 881 GBP | 100.00% | 100.00% |
24/04/2025 | 0.93% | 86.29 % | 87.09 % | 250,000 | 1,000 | 250,000 | 80,010 | 214,274 GBP | 68,895 GBP | 100.00% | 100.00% |
23/04/2025 | 0.94% | 85.18 % | 85.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,997 GBP | 213,997 GBP | 100.00% | 100.00% |
22/04/2025 | 0.97% | 83.21 % | 84.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,754 GBP | 207,754 GBP | 100.00% | 100.00% |
17/04/2025 | 0.99% | 81.02 % | 81.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,700 GBP | 203,700 GBP | 100.00% | 100.00% |
16/04/2025 | 0.99% | 80.35 % | 81.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,580 GBP | 202,580 GBP | 100.00% | 100.00% |
15/04/2025 | 0.99% | 80.44 % | 81.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 201,069 GBP | 203,069 GBP | 100.00% | 100.00% |