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% | 99,70 % | 100,01 % | 500 000 | 500 000 | 486 886 | 486 886 | 485 274 GBP | 486 782 GBP | 99,37% | 99,37% |
19/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 486 943 | 486 943 | 485 499 GBP | 487 009 GBP | 99,82% | 99,82% |
18/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 486 974 | 486 974 | 485 542 GBP | 487 052 GBP | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 486 970 | 486 970 | 484 535 GBP | 486 970 GBP | 100,00% | 100,00% |
14/11/2024 | 0,31% | 99,60 % | 99,91 % | 500 000 | 500 000 | 486 852 | 486 852 | 484 905 GBP | 486 414 GBP | 99,10% | 99,10% |
13/11/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 486 971 | 486 971 | 485 976 GBP | 487 486 GBP | 100,00% | 100,00% |
12/11/2024 | 0,31% | 99,70 % | 100,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 485 520 GBP | 487 029 GBP | 100,00% | 100,00% |
11/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 486 970 | 486 970 | 486 218 GBP | 487 728 GBP | 100,00% | 100,00% |
08/11/2024 | 0,31% | 99,80 % | 100,11 % | 500 000 | 500 000 | 486 973 | 486 973 | 485 999 GBP | 487 508 GBP | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 486 869 | 486 869 | 487 025 GBP | 488 534 GBP | 99,23% | 99,23% |