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 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 886 | 486 886 | 479 467 GBP | 480 976 GBP | 99,37% | 99,37% |
19/11/2024 | 0,31% | 98,80 % | 99,11 % | 500 000 | 500 000 | 486 943 | 486 943 | 481 169 GBP | 482 678 GBP | 99,82% | 99,82% |
18/11/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 486 974 | 486 974 | 481 031 GBP | 482 540 GBP | 100,00% | 100,00% |
15/11/2024 | 0,51% | 98,70 % | 99,20 % | 500 000 | 500 000 | 486 970 | 486 970 | 480 605 GBP | 483 040 GBP | 100,00% | 100,00% |
14/11/2024 | 0,31% | 98,80 % | 99,11 % | 500 000 | 500 000 | 486 852 | 486 852 | 481 003 GBP | 482 512 GBP | 99,10% | 99,10% |
13/11/2024 | 0,31% | 98,70 % | 99,01 % | 500 000 | 500 000 | 486 971 | 486 971 | 481 185 GBP | 482 695 GBP | 100,00% | 100,00% |
12/11/2024 | 0,31% | 98,90 % | 99,21 % | 500 000 | 500 000 | 486 970 | 486 970 | 481 689 GBP | 483 198 GBP | 100,00% | 100,00% |
11/11/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 970 | 486 970 | 479 108 GBP | 480 618 GBP | 100,00% | 100,00% |
08/11/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 973 | 486 973 | 480 071 GBP | 481 580 GBP | 100,00% | 100,00% |
07/11/2024 | 0,31% | 98,70 % | 99,01 % | 500 000 | 500 000 | 486 870 | 486 870 | 480 428 GBP | 481 938 GBP | 99,24% | 99,24% |