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% | 101.04 % | 101.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,768 GBP | 254,793 GBP | 100.00% | 100.00% |
20/12/2024 | 0.80% | 100.92 % | 101.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,885 GBP | 253,910 GBP | 100.00% | 100.00% |
19/12/2024 | 0.80% | 101.03 % | 101.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,628 GBP | 254,653 GBP | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,398 GBP | 255,423 GBP | 100.00% | 100.00% |
17/12/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,286 GBP | 255,311 GBP | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,461 GBP | 255,486 GBP | 100.00% | 100.00% |
13/12/2024 | 0.80% | 101.37 % | 102.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,496 GBP | 255,521 GBP | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,107 GBP | 255,132 GBP | 100.00% | 100.00% |
11/12/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,933 GBP | 254,958 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% |