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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 0,69% | 100,50 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 883 GBP | 253 633 GBP | 87,26% | 87,26% |
25/09/2024 | 0,69% | 100,46 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 425 GBP | 253 175 GBP | 99,14% | 99,14% |
24/09/2024 | 0,69% | 100,56 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 250 GBP | 253 000 GBP | 99,69% | 99,69% |
23/09/2024 | 0,70% | 100,68 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 815 GBP | 252 565 GBP | 100,00% | 100,00% |
20/09/2024 | 0,70% | 99,96 % | 100,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 823 GBP | 252 573 GBP | 99,90% | 99,90% |
19/09/2024 | 0,70% | 100,48 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 845 GBP | 252 595 GBP | 100,00% | 100,00% |
18/09/2024 | 0,70% | 99,94 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 868 GBP | 251 618 GBP | 100,00% | 100,00% |