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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 253 GBP | 254 278 GBP | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 200 GBP | 254 225 GBP | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 203 GBP | 254 228 GBP | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 226 GBP | 254 251 GBP | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 886 GBP | 253 911 GBP | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 940 GBP | 253 965 GBP | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 796 GBP | 253 821 GBP | 99,99% | 99,99% |
11/11/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 008 GBP | 254 033 GBP | 99,99% | 99,99% |
08/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 170 GBP | 254 195 GBP | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 137 GBP | 254 162 GBP | 100,00% | 100,00% |