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 | 252,731 GBP | 254,756 GBP | 100.00% | 100.00% |
20/12/2024 | 0.80% | 100.95 % | 101.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,907 GBP | 253,932 GBP | 100.00% | 100.00% |
19/12/2024 | 0.80% | 100.99 % | 101.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,613 GBP | 254,638 GBP | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.41 % | 102.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,406 GBP | 255,431 GBP | 100.00% | 100.00% |
17/12/2024 | 0.80% | 101.28 % | 102.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,297 GBP | 255,322 GBP | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,486 GBP | 255,511 GBP | 100.00% | 100.00% |
13/12/2024 | 0.80% | 101.34 % | 102.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,513 GBP | 255,538 GBP | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,102 GBP | 255,127 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 | 253,096 GBP | 255,121 GBP | 100.00% | 100.00% |