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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,80% | 101,77 % | 102,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 015 GBP | 256 065 GBP | 100,00% | 100,00% |
14/08/2024 | 0,80% | 101,33 % | 102,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 114 GBP | 255 139 GBP | 100,00% | 100,00% |
13/08/2024 | 0,80% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 315 GBP | 254 340 GBP | 100,00% | 100,00% |
12/08/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 420 GBP | 253 445 GBP | 100,00% | 100,00% |
09/08/2024 | 0,80% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 830 GBP | 252 851 GBP | 100,00% | 100,00% |
08/08/2024 | 0,80% | 100,07 % | 100,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 604 GBP | 252 615 GBP | 100,00% | 100,00% |
07/08/2024 | 0,80% | 103,61 % | 104,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 777 GBP | 259 852 GBP | 100,00% | 100,00% |
06/08/2024 | 0,80% | 102,46 % | 103,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 026 GBP | 257 076 GBP | 99,60% | 99,60% |
02/08/2024 | 0,80% | 104,05 % | 104,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 482 GBP | 261 558 GBP | 99,88% | 99,88% |
30/07/2024 | 0,80% | 104,41 % | 105,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 204 GBP | 263 304 GBP | 100,00% | 100,00% |