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 | 0,83% | 95,68 % | 96,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 327 GBP | 241 327 GBP | 100,00% | 100,00% |
15/07/2024 | 0,83% | 95,61 % | 96,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 947 GBP | 240 947 GBP | 100,00% | 100,00% |
12/07/2024 | 0,83% | 95,40 % | 96,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 774 GBP | 241 774 GBP | 100,00% | 100,00% |
11/07/2024 | 0,83% | 96,49 % | 97,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 974 GBP | 241 974 GBP | 100,00% | 100,00% |
10/07/2024 | 0,84% | 95,23 % | 96,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 237 GBP | 240 237 GBP | 100,00% | 100,00% |
09/07/2024 | 0,84% | 95,21 % | 96,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 185 GBP | 240 185 GBP | 100,00% | 100,00% |
08/07/2024 | 0,84% | 95,31 % | 96,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 265 GBP | 240 265 GBP | 99,13% | 99,13% |
05/07/2024 | 0,84% | 95,24 % | 96,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 914 GBP | 239 914 GBP | 100,00% | 100,00% |
04/07/2024 | 0,84% | 95,14 % | 95,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 853 GBP | 239 853 GBP | 100,00% | 100,00% |
03/07/2024 | 0,84% | 95,11 % | 95,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 452 GBP | 239 452 GBP | 99,87% | 99,87% |