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 | 1,98% | 86,00 % | 87,70 % | 500 000 | 500 000 | 486 886 | 486 886 | 417 534 GBP | 425 871 GBP | 99,37% | 99,37% |
19/11/2024 | 2,08% | 83,70 % | 85,60 % | 500 000 | 500 000 | 486 959 | 486 959 | 414 624 GBP | 423 341 GBP | 99,94% | 99,94% |
18/11/2024 | 1,83% | 87,20 % | 88,80 % | 500 000 | 500 000 | 486 975 | 486 975 | 425 069 GBP | 432 935 GBP | 100,00% | 100,00% |
15/11/2024 | 1,80% | 87,10 % | 88,70 % | 500 000 | 500 000 | 486 970 | 486 970 | 425 912 GBP | 433 650 GBP | 100,00% | 100,00% |
14/11/2024 | 2,26% | 85,00 % | 86,70 % | 500 000 | 500 000 | 486 852 | 486 852 | 405 858 GBP | 415 105 GBP | 99,10% | 99,10% |
13/11/2024 | 4,70% | 80,80 % | 82,90 % | 500 000 | 500 000 | 325 630 | 325 630 | 259 184 GBP | 270 295 GBP | 100,00% | 100,00% |
12/11/2024 | 2,32% | 81,10 % | 83,20 % | 500 000 | 500 000 | 486 970 | 486 970 | 404 752 GBP | 414 275 GBP | 100,00% | 100,00% |
11/11/2024 | 1,62% | 87,90 % | 89,50 % | 500 000 | 500 000 | 486 970 | 486 970 | 430 980 GBP | 438 000 GBP | 100,00% | 100,00% |
08/11/2024 | 1,23% | 87,60 % | 89,10 % | 500 000 | 500 000 | 486 973 | 486 973 | 435 898 GBP | 441 289 GBP | 100,00% | 100,00% |
07/11/2024 | 0,65% | 92,00 % | 92,60 % | 500 000 | 500 000 | 486 870 | 486 870 | 449 362 GBP | 452 283 GBP | 99,23% | 99,23% |