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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,48% | 103,92 % | 104,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 577 GBP | 522 077 GBP | 89,70% | 89,70% |
15/07/2024 | 0,48% | 103,96 % | 104,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 870 GBP | 522 370 GBP | 100,00% | 100,00% |
12/07/2024 | 0,48% | 103,97 % | 104,47 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 673 GBP | 522 173 GBP | 78,50% | 78,50% |
11/07/2024 | 0,48% | 103,90 % | 104,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 446 GBP | 521 946 GBP | 100,00% | 100,00% |
10/07/2024 | 0,48% | 103,83 % | 104,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 142 GBP | 521 642 GBP | 94,72% | 94,72% |
09/07/2024 | 0,48% | 103,78 % | 104,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 030 GBP | 521 530 GBP | 97,76% | 97,76% |
08/07/2024 | 0,48% | 103,79 % | 104,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 953 GBP | 521 453 GBP | 99,78% | 99,78% |
05/07/2024 | 0,48% | 103,76 % | 104,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 828 GBP | 521 328 GBP | 100,00% | 100,00% |
04/07/2024 | 0,48% | 103,73 % | 104,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 575 GBP | 521 075 GBP | 98,26% | 98,26% |
03/07/2024 | 0,48% | 103,65 % | 104,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 518 107 GBP | 520 607 GBP | 100,00% | 100,00% |