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% | 100.91 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,399 GBP | 254,424 GBP | 100.00% | 100.00% |
20/12/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,156 GBP | 253,181 GBP | 99.93% | 99.93% |
19/12/2024 | 0.80% | 100.83 % | 101.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,247 GBP | 254,272 GBP | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.31 % | 102.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,123 GBP | 255,148 GBP | 100.00% | 100.00% |
17/12/2024 | 0.80% | 101.18 % | 101.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,025 GBP | 255,050 GBP | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,167 GBP | 255,192 GBP | 100.00% | 100.00% |
13/12/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,385 GBP | 255,410 GBP | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.26 % | 102.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,084 GBP | 255,109 GBP | 100.00% | 100.00% |
11/12/2024 | 0.80% | 101.23 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,877 GBP | 254,902 GBP | 100.00% | 100.00% |
10/12/2024 | 0.80% | 101.19 % | 102.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,016 GBP | 255,041 GBP | 100.00% | 100.00% |