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 | 0,50% | 100,40 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 334 GBP | 504 834 GBP | 98,70% | 98,70% |
14/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 460 GBP | 504 960 GBP | 99,50% | 99,50% |
13/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 775 GBP | 503 275 GBP | 100,00% | 100,00% |
12/08/2024 | 0,50% | 100,00 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 000 GBP | 502 500 GBP | 99,60% | 99,60% |
09/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 771 GBP | 503 271 GBP | 100,00% | 100,00% |
08/08/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 788 GBP | 505 288 GBP | 95,71% | 95,71% |
07/08/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 000 GBP | 503 500 GBP | 100,00% | 100,00% |
06/08/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 656 GBP | 503 156 GBP | 100,00% | 100,00% |
02/08/2024 | 0,50% | 100,30 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 185 GBP | 503 685 GBP | 100,00% | 100,00% |
30/07/2024 | 0,50% | 100,20 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 585 GBP | 503 085 GBP | 100,00% | 100,00% |