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 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 969 | 486 969 | 479 371 GBP | 480 879 GBP | 100,00% | 100,00% |
19/11/2024 | 0,32% | 98,00 % | 98,31 % | 500 000 | 500 000 | 486 950 | 486 950 | 477 886 GBP | 479 395 GBP | 99,85% | 99,85% |
18/11/2024 | 0,32% | 98,00 % | 98,31 % | 500 000 | 500 000 | 486 974 | 486 974 | 476 262 GBP | 477 772 GBP | 100,00% | 100,00% |
15/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 486 970 | 486 970 | 475 173 GBP | 477 608 GBP | 100,00% | 100,00% |
14/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 486 852 | 486 852 | 470 157 GBP | 471 666 GBP | 99,10% | 99,10% |
13/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 486 971 | 486 971 | 471 941 GBP | 473 450 GBP | 100,00% | 100,00% |
12/11/2024 | 0,32% | 96,90 % | 97,21 % | 500 000 | 500 000 | 486 970 | 486 970 | 473 449 GBP | 474 959 GBP | 100,00% | 100,00% |
11/11/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 476 450 GBP | 477 960 GBP | 100,00% | 100,00% |
08/11/2024 | 0,31% | 98,70 % | 99,01 % | 500 000 | 500 000 | 486 973 | 486 973 | 481 378 GBP | 482 887 GBP | 100,00% | 100,00% |
07/11/2024 | 0,31% | 99,40 % | 99,71 % | 500 000 | 500 000 | 486 869 | 486 869 | 482 878 GBP | 484 388 GBP | 99,23% | 99,23% |