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 | 0,46% | 108,44 % | 108,94 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 840 GBP | 217 840 GBP | 89,69% | 89,69% |
15/07/2024 | 0,46% | 108,59 % | 109,09 % | 200 000 | 200 000 | 200 000 | 200 000 | 217 206 GBP | 218 206 GBP | 100,00% | 100,00% |
12/07/2024 | 0,46% | 108,61 % | 109,11 % | 200 000 | 200 000 | 200 000 | 200 000 | 217 194 GBP | 218 194 GBP | 78,50% | 78,50% |
11/07/2024 | 0,46% | 108,52 % | 109,02 % | 200 000 | 200 000 | 200 000 | 200 000 | 217 103 GBP | 218 103 GBP | 100,00% | 100,00% |
10/07/2024 | 0,46% | 108,47 % | 108,97 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 906 GBP | 217 906 GBP | 94,72% | 94,72% |
09/07/2024 | 0,46% | 108,42 % | 108,92 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 891 GBP | 217 891 GBP | 97,76% | 97,76% |
08/07/2024 | 0,46% | 108,37 % | 108,87 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 779 GBP | 217 779 GBP | 99,79% | 99,79% |
05/07/2024 | 0,46% | 108,35 % | 108,85 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 750 GBP | 217 750 GBP | 100,00% | 100,00% |
04/07/2024 | 0,46% | 108,46 % | 108,96 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 896 GBP | 217 896 GBP | 98,26% | 98,26% |
03/07/2024 | 0,46% | 108,41 % | 108,91 % | 200 000 | 200 000 | 200 000 | 200 000 | 216 731 GBP | 217 731 GBP | 100,00% | 100,00% |