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 | 0,49% | 102,10 % | 102,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 099 GBP | 512 599 GBP | 89,70% | 89,70% |
15/07/2024 | 0,49% | 102,23 % | 102,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 106 GBP | 513 606 GBP | 100,00% | 100,00% |
12/07/2024 | 0,49% | 102,17 % | 102,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 956 GBP | 512 456 GBP | 78,49% | 78,49% |
11/07/2024 | 0,49% | 101,95 % | 102,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 731 GBP | 511 231 GBP | 100,00% | 100,00% |
10/07/2024 | 0,49% | 101,60 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 572 GBP | 510 072 GBP | 94,72% | 94,72% |
09/07/2024 | 0,49% | 101,41 % | 101,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 393 GBP | 510 893 GBP | 97,76% | 97,76% |
08/07/2024 | 0,49% | 101,72 % | 102,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 111 GBP | 511 611 GBP | 99,79% | 99,79% |
05/07/2024 | 0,49% | 101,84 % | 102,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 462 GBP | 511 962 GBP | 100,00% | 100,00% |
04/07/2024 | 0,49% | 101,74 % | 102,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 497 GBP | 510 997 GBP | 98,26% | 98,26% |
03/07/2024 | 0,49% | 101,24 % | 101,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 570 GBP | 508 070 GBP | 100,00% | 100,00% |