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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,31% | 98,40 % | 98,71 % | 500 000 | 500 000 | 486 942 | 486 942 | 479 183 GBP | 480 693 GBP | 99,78% | 99,78% |
15/07/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 486 971 | 486 971 | 480 424 GBP | 481 932 GBP | 100,00% | 100,00% |
12/07/2024 | 0,31% | 98,50 % | 98,81 % | 500 000 | 500 000 | 486 987 | 486 987 | 479 667 GBP | 481 170 GBP | 100,00% | 100,00% |
11/07/2024 | 0,31% | 98,70 % | 99,01 % | 500 000 | 500 000 | 486 972 | 486 972 | 480 201 GBP | 481 703 GBP | 100,00% | 100,00% |
10/07/2024 | 0,31% | 98,30 % | 98,61 % | 500 000 | 500 000 | 486 970 | 486 970 | 478 688 GBP | 480 198 GBP | 100,00% | 100,00% |
09/07/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 476 297 GBP | 477 807 GBP | 100,00% | 100,00% |
08/07/2024 | 0,31% | 98,20 % | 98,51 % | 500 000 | 500 000 | 486 970 | 486 970 | 478 197 GBP | 479 705 GBP | 100,00% | 100,00% |
05/07/2024 | 0,32% | 98,10 % | 98,41 % | 500 000 | 500 000 | 486 970 | 486 970 | 477 017 GBP | 478 526 GBP | 100,00% | 100,00% |
04/07/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 486 899 | 486 899 | 476 187 GBP | 477 697 GBP | 99,45% | 99,45% |
03/07/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 486 970 | 486 970 | 476 229 GBP | 477 738 GBP | 100,00% | 100,00% |