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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.80% | 101.05 % | 101.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,715 GBP | 254,740 GBP | 100.00% | 100.00% |
20/12/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,910 GBP | 253,935 GBP | 100.00% | 100.00% |
19/12/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,631 GBP | 254,656 GBP | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.42 % | 102.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,419 GBP | 255,444 GBP | 100.00% | 100.00% |
17/12/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,288 GBP | 255,313 GBP | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.35 % | 102.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,485 GBP | 255,510 GBP | 100.00% | 100.00% |
13/12/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,506 GBP | 255,531 GBP | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.24 % | 102.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,101 GBP | 255,126 GBP | 100.00% | 100.00% |
11/12/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,935 GBP | 254,960 GBP | 100.00% | 100.00% |
10/12/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,092 GBP | 255,117 GBP | 100.00% | 100.00% |