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 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 486 941 | 486 941 | 468 528 GBP | 470 038 GBP | 99,78% | 99,78% |
15/07/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 486 971 | 486 971 | 473 676 GBP | 475 183 GBP | 100,00% | 100,00% |
12/07/2024 | 0,32% | 97,20 % | 97,51 % | 500 000 | 500 000 | 486 987 | 486 959 | 473 715 GBP | 475 189 GBP | 100,00% | 100,00% |
11/07/2024 | 0,32% | 97,20 % | 97,51 % | 500 000 | 500 000 | 486 972 | 486 972 | 472 987 GBP | 474 489 GBP | 100,00% | 100,00% |
10/07/2024 | 0,32% | 96,70 % | 97,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 470 907 GBP | 472 417 GBP | 100,00% | 100,00% |
09/07/2024 | 0,32% | 96,90 % | 97,21 % | 500 000 | 500 000 | 486 970 | 486 970 | 471 955 GBP | 473 465 GBP | 100,00% | 100,00% |
08/07/2024 | 0,32% | 96,70 % | 97,01 % | 500 000 | 500 000 | 486 970 | 486 970 | 470 926 GBP | 472 435 GBP | 100,00% | 100,00% |
05/07/2024 | 0,32% | 97,10 % | 97,41 % | 500 000 | 500 000 | 486 970 | 486 970 | 473 642 GBP | 475 151 GBP | 100,00% | 100,00% |
04/07/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 486 899 | 486 899 | 474 657 GBP | 476 166 GBP | 99,45% | 99,45% |
03/07/2024 | 0,32% | 97,40 % | 97,71 % | 500 000 | 500 000 | 486 970 | 486 970 | 473 079 GBP | 474 589 GBP | 100,00% | 100,00% |