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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 486 941 | 486 941 | 475 283 GBP | 476 793 GBP | 99,78% | 99,78% |
15/07/2024 | 0,32% | 98,00 % | 98,31 % | 500 000 | 500 000 | 486 971 | 486 971 | 476 236 GBP | 477 744 GBP | 100,00% | 100,00% |
12/07/2024 | 0,31% | 97,90 % | 98,21 % | 500 000 | 500 000 | 486 987 | 486 894 | 477 180 GBP | 478 591 GBP | 100,00% | 100,00% |
11/07/2024 | 0,31% | 97,90 % | 98,21 % | 500 000 | 500 000 | 486 972 | 486 972 | 476 540 GBP | 478 042 GBP | 100,00% | 100,00% |
10/07/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 486 970 | 486 970 | 476 366 GBP | 477 876 GBP | 100,00% | 100,00% |
09/07/2024 | 0,32% | 98,10 % | 98,41 % | 500 000 | 500 000 | 486 970 | 486 970 | 477 583 GBP | 479 092 GBP | 100,00% | 100,00% |
08/07/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 486 970 | 486 970 | 480 136 GBP | 481 644 GBP | 100,00% | 100,00% |
05/07/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 970 | 486 970 | 480 070 GBP | 481 579 GBP | 100,00% | 100,00% |
04/07/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 486 899 | 486 899 | 479 854 GBP | 481 364 GBP | 99,45% | 99,45% |
03/07/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 970 | 486 970 | 479 665 GBP | 481 175 GBP | 100,00% | 100,00% |