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 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 486 970 | 486 970 | 467 846 GBP | 469 354 GBP | 100,00% | 100,00% |
19/11/2024 | 0,32% | 96,40 % | 96,71 % | 500 000 | 500 000 | 486 944 | 486 944 | 470 132 GBP | 471 642 GBP | 99,81% | 99,81% |
18/11/2024 | 0,32% | 96,60 % | 96,91 % | 500 000 | 500 000 | 486 974 | 486 974 | 470 000 GBP | 471 510 GBP | 100,00% | 100,00% |
15/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 486 970 | 486 970 | 468 157 GBP | 470 592 GBP | 100,00% | 100,00% |
14/11/2024 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 486 852 | 486 852 | 466 266 GBP | 467 776 GBP | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,60 % | 94,91 % | 500 000 | 500 000 | 486 971 | 486 971 | 460 561 GBP | 462 070 GBP | 100,00% | 100,00% |
12/11/2024 | 0,33% | 94,70 % | 95,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 462 911 GBP | 464 420 GBP | 100,00% | 100,00% |
11/11/2024 | 0,32% | 95,10 % | 95,41 % | 500 000 | 500 000 | 486 970 | 486 970 | 464 135 GBP | 465 644 GBP | 100,00% | 100,00% |
08/11/2024 | 0,32% | 95,60 % | 95,91 % | 500 000 | 500 000 | 486 973 | 486 973 | 467 473 GBP | 468 983 GBP | 100,00% | 100,00% |
07/11/2024 | 0,32% | 96,30 % | 96,61 % | 500 000 | 500 000 | 486 711 | 486 711 | 469 085 GBP | 470 594 GBP | 98,05% | 98,05% |