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 | 0,33% | 93,90 % | 94,21 % | 500 000 | 500 000 | 486 887 | 486 887 | 456 490 GBP | 457 998 GBP | 99,37% | 99,37% |
19/11/2024 | 0,33% | 92,90 % | 93,21 % | 500 000 | 500 000 | 486 959 | 486 959 | 455 374 GBP | 456 884 GBP | 99,94% | 99,94% |
18/11/2024 | 0,33% | 94,90 % | 95,21 % | 500 000 | 500 000 | 486 975 | 486 975 | 462 342 GBP | 463 852 GBP | 100,00% | 100,00% |
15/11/2024 | 0,53% | 94,40 % | 94,90 % | 500 000 | 500 000 | 486 970 | 486 970 | 460 064 GBP | 462 499 GBP | 100,00% | 100,00% |
14/11/2024 | 0,33% | 93,30 % | 93,61 % | 500 000 | 500 000 | 486 852 | 486 852 | 450 797 GBP | 452 306 GBP | 99,10% | 99,10% |
13/11/2024 | 0,34% | 91,40 % | 91,71 % | 500 000 | 500 000 | 486 971 | 486 971 | 444 207 GBP | 445 716 GBP | 100,00% | 100,00% |
12/11/2024 | 0,33% | 92,60 % | 92,91 % | 500 000 | 500 000 | 486 970 | 486 970 | 454 003 GBP | 455 512 GBP | 100,00% | 100,00% |
11/11/2024 | 0,33% | 95,00 % | 95,31 % | 500 000 | 500 000 | 486 970 | 486 970 | 463 731 GBP | 465 241 GBP | 100,00% | 100,00% |
08/11/2024 | 0,32% | 95,40 % | 95,71 % | 500 000 | 500 000 | 486 973 | 486 973 | 466 370 GBP | 467 880 GBP | 100,00% | 100,00% |
07/11/2024 | 0,32% | 96,60 % | 96,91 % | 500 000 | 500 000 | 486 870 | 486 870 | 470 993 GBP | 472 502 GBP | 99,23% | 99,23% |