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% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,250 GBP | 250,250 GBP | 100.00% | 100.00% |
20/12/2024 | 0.81% | 99.05 % | 99.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,845 GBP | 248,845 GBP | 99.93% | 99.93% |
19/12/2024 | 0.80% | 99.21 % | 100.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,120 GBP | 250,120 GBP | 100.00% | 100.00% |
18/12/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,186 GBP | 251,186 GBP | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.63 % | 100.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,169 GBP | 251,169 GBP | 100.00% | 100.00% |