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 | 252,711 GBP | 254,736 GBP | 100.00% | 100.00% |
20/12/2024 | 0.80% | 100.93 % | 101.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,886 GBP | 253,911 GBP | 100.00% | 100.00% |
19/12/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,595 GBP | 254,620 GBP | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.39 % | 102.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,396 GBP | 255,421 GBP | 100.00% | 100.00% |
17/12/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,292 GBP | 255,317 GBP | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,464 GBP | 255,489 GBP | 100.00% | 100.00% |
13/12/2024 | 0.80% | 101.36 % | 102.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,497 GBP | 255,522 GBP | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.25 % | 102.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,093 GBP | 255,118 GBP | 100.00% | 100.00% |
11/12/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,918 GBP | 254,943 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% |