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 | 0,30% | 101,90 % | 102,21 % | 500 000 | 500 000 | 486 886 | 486 886 | 496 137 GBP | 497 645 GBP | 99,37% | 99,37% |
19/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 486 960 | 486 960 | 495 845 GBP | 497 355 GBP | 99,94% | 99,94% |
18/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 486 975 | 486 975 | 495 741 GBP | 497 250 GBP | 100,00% | 100,00% |
15/11/2024 | 0,49% | 101,70 % | 102,20 % | 500 000 | 500 000 | 486 970 | 486 970 | 495 248 GBP | 497 683 GBP | 100,00% | 100,00% |
14/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 486 852 | 486 852 | 495 590 GBP | 497 099 GBP | 99,10% | 99,10% |
13/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 486 971 | 486 971 | 495 736 GBP | 497 246 GBP | 100,00% | 100,00% |
12/11/2024 | 0,30% | 101,90 % | 102,21 % | 500 000 | 500 000 | 486 970 | 486 970 | 496 223 GBP | 497 732 GBP | 100,00% | 100,00% |
11/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 486 970 | 486 970 | 495 330 GBP | 496 839 GBP | 100,00% | 100,00% |
08/11/2024 | 0,30% | 101,90 % | 102,21 % | 500 000 | 500 000 | 486 973 | 486 973 | 495 809 GBP | 497 319 GBP | 100,00% | 100,00% |
07/11/2024 | 0,30% | 101,80 % | 102,11 % | 500 000 | 500 000 | 486 869 | 486 869 | 495 633 GBP | 497 142 GBP | 99,23% | 99,23% |