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 | 0,23% | 47,95 GBP | 48,06 GBP | 5 400 | 5 400 | 5 268 | 5 268 | 252 451 GBP | 253 026 GBP | 100,00% | 100,00% |
19/11/2024 | 0,23% | 47,65 GBP | 47,76 GBP | 5 500 | 5 500 | 5 349 | 5 349 | 254 711 GBP | 255 294 GBP | 100,00% | 100,00% |
18/11/2024 | 0,23% | 47,45 GBP | 47,56 GBP | 5 500 | 5 500 | 5 357 | 5 357 | 253 592 GBP | 254 176 GBP | 100,00% | 100,00% |
15/11/2024 | 0,42% | 47,10 GBP | 47,30 GBP | 5 600 | 5 600 | 5 412 | 5 412 | 254 222 GBP | 255 304 GBP | 100,00% | 100,00% |
14/11/2024 | 0,24% | 46,55 GBP | 46,66 GBP | 5 600 | 5 600 | 5 469 | 5 469 | 254 081 GBP | 254 678 GBP | 100,00% | 100,00% |
13/11/2024 | 0,23% | 46,55 GBP | 46,66 GBP | 5 600 | 5 600 | 5 445 | 5 445 | 254 398 GBP | 254 992 GBP | 100,00% | 100,00% |
12/11/2024 | 0,30% | 46,55 GBP | 46,66 GBP | 5 600 | 5 600 | 5 003 | 5 003 | 234 360 GBP | 235 021 GBP | 100,00% | 100,00% |
11/11/2024 | 0,23% | 47,45 GBP | 47,56 GBP | 5 500 | 5 500 | 5 270 | 5 270 | 251 046 GBP | 251 620 GBP | 100,00% | 100,00% |
08/11/2024 | 0,22% | 48,35 GBP | 48,46 GBP | 5 400 | 5 400 | 5 173 | 5 173 | 250 800 GBP | 251 364 GBP | 100,00% | 100,00% |
07/11/2024 | 0,22% | 49,35 GBP | 49,46 GBP | 5 100 | 5 100 | 4 972 | 4 972 | 244 863 GBP | 245 405 GBP | 99,34% | 99,34% |