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% | 98,30 % | 98,61 % | 500 000 | 500 000 | 486 887 | 486 887 | 478 521 GBP | 480 029 GBP | 99,37% | 99,37% |
19/11/2024 | 0,32% | 98,10 % | 98,41 % | 500 000 | 500 000 | 486 945 | 486 945 | 477 997 GBP | 479 507 GBP | 99,82% | 99,82% |
18/11/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 486 974 | 486 974 | 475 916 GBP | 477 425 GBP | 100,00% | 100,00% |
15/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 486 970 | 486 970 | 474 367 GBP | 476 802 GBP | 100,00% | 100,00% |
14/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 486 852 | 486 852 | 473 426 GBP | 474 935 GBP | 99,10% | 99,10% |
13/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 486 971 | 486 971 | 474 490 GBP | 476 000 GBP | 100,00% | 100,00% |
12/11/2024 | 0,38% | 97,20 % | 97,51 % | 500 000 | 500 000 | 449 424 | 449 424 | 437 782 GBP | 439 386 GBP | 100,00% | 100,00% |
11/11/2024 | 0,32% | 97,60 % | 97,91 % | 500 000 | 500 000 | 486 970 | 486 970 | 475 740 GBP | 477 250 GBP | 100,00% | 100,00% |
08/11/2024 | 0,31% | 98,80 % | 99,11 % | 500 000 | 500 000 | 486 973 | 486 973 | 481 331 GBP | 482 841 GBP | 100,00% | 100,00% |
07/11/2024 | 0,31% | 99,30 % | 99,61 % | 500 000 | 500 000 | 486 813 | 486 813 | 482 924 GBP | 484 433 GBP | 98,81% | 98,81% |