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 | 0,85% | 93,65 % | 94,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 524 GBP | 236 524 GBP | 99,96% | 99,96% |
19/11/2024 | 0,85% | 93,84 % | 94,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 733 GBP | 236 733 GBP | 99,73% | 99,73% |
18/11/2024 | 0,84% | 94,38 % | 95,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 923 GBP | 237 923 GBP | 100,00% | 100,00% |
15/11/2024 | 0,85% | 94,18 % | 94,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 235 GBP | 237 235 GBP | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,44 % | 94,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 116 GBP | 235 116 GBP | 99,99% | 99,99% |
13/11/2024 | 0,86% | 92,19 % | 92,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 524 GBP | 232 524 GBP | 99,98% | 99,98% |
12/11/2024 | 0,86% | 92,03 % | 92,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 579 GBP | 233 579 GBP | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 277 GBP | 243 277 GBP | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,30 % | 97,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 146 GBP | 244 146 GBP | 99,93% | 99,93% |
07/11/2024 | 0,82% | 97,22 % | 98,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 201 GBP | 245 201 GBP | 100,00% | 100,00% |