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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,69% | 74,30 % | 75,51 % | 500 000 | 500 000 | 486 972 | 486 972 | 354 851 GBP | 360 891 GBP | 100,00% | 100,00% |
14/08/2024 | 1,64% | 72,30 % | 73,51 % | 500 000 | 500 000 | 486 904 | 486 904 | 355 535 GBP | 361 420 GBP | 99,49% | 99,49% |
13/08/2024 | 1,67% | 72,80 % | 74,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 351 446 GBP | 357 366 GBP | 100,00% | 100,00% |
12/08/2024 | 1,62% | 73,40 % | 74,71 % | 500 000 | 500 000 | 486 715 | 486 715 | 362 832 GBP | 368 764 GBP | 98,08% | 98,08% |
09/08/2024 | 1,49% | 75,60 % | 76,81 % | 500 000 | 500 000 | 486 970 | 486 970 | 372 387 GBP | 377 992 GBP | 100,00% | 100,00% |
08/08/2024 | 1,53% | 77,00 % | 78,11 % | 500 000 | 500 000 | 486 969 | 486 969 | 366 791 GBP | 372 430 GBP | 99,98% | 99,98% |
07/08/2024 | 1,32% | 77,00 % | 78,11 % | 500 000 | 500 000 | 486 967 | 486 967 | 379 111 GBP | 384 147 GBP | 99,98% | 99,98% |
06/08/2024 | 1,42% | 75,80 % | 76,91 % | 500 000 | 500 000 | 486 966 | 486 966 | 371 657 GBP | 376 954 GBP | 99,97% | 99,97% |
02/08/2024 | 0,79% | 80,50 % | 81,40 % | 500 000 | 500 000 | 486 964 | 486 964 | 400 816 GBP | 403 995 GBP | 99,95% | 99,95% |
30/07/2024 | 0,67% | 84,30 % | 84,61 % | 500 000 | 500 000 | 486 969 | 486 969 | 405 842 GBP | 408 516 GBP | 100,00% | 100,00% |