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 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 696 GBP | 498 196 GBP | 99,37% | 99,37% |
19/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 983 GBP | 498 483 GBP | 100,00% | 100,00% |
18/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 GBP | 498 000 GBP | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,20 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 995 GBP | 498 495 GBP | 100,00% | 100,00% |
14/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 GBP | 498 000 GBP | 99,10% | 99,10% |
13/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 000 GBP | 497 500 GBP | 100,00% | 100,00% |
12/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 500 GBP | 497 000 GBP | 100,00% | 100,00% |
11/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 496 000 | 500 000 | 496 009 | 494 500 GBP | 493 033 GBP | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 500 GBP | 498 000 GBP | 100,00% | 100,00% |
07/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 386 GBP | 497 886 GBP | 99,23% | 99,23% |