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% | 100,00 % | 100,31 % | 500 000 | 500 000 | 486 886 | 486 886 | 486 898 GBP | 488 407 GBP | 99,37% | 99,37% |
19/11/2024 | 0,31% | 100,20 % | 100,51 % | 500 000 | 500 000 | 486 944 | 486 944 | 487 918 GBP | 489 427 GBP | 99,81% | 99,81% |
18/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 486 974 | 486 974 | 486 735 GBP | 488 245 GBP | 100,00% | 100,00% |
15/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 486 970 | 486 970 | 486 038 GBP | 488 473 GBP | 100,00% | 100,00% |
14/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 486 852 | 486 852 | 486 365 GBP | 487 874 GBP | 99,10% | 99,10% |
13/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 486 971 | 486 971 | 486 499 GBP | 488 008 GBP | 100,00% | 100,00% |
12/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 486 970 | 486 970 | 486 970 GBP | 488 480 GBP | 100,00% | 100,00% |
11/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 486 970 | 486 970 | 486 970 GBP | 488 479 GBP | 100,00% | 100,00% |
08/11/2024 | 0,31% | 99,90 % | 100,21 % | 500 000 | 500 000 | 486 973 | 486 973 | 486 496 GBP | 488 006 GBP | 100,00% | 100,00% |
07/11/2024 | 0,31% | 100,00 % | 100,31 % | 500 000 | 500 000 | 486 869 | 486 869 | 487 316 GBP | 488 825 GBP | 99,23% | 99,23% |