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% | 93,51 % | 94,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 032 GBP | 236 032 GBP | 100,00% | 100,00% |
19/11/2024 | 0,85% | 93,30 % | 94,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 275 GBP | 235 275 GBP | 99,94% | 99,94% |
18/11/2024 | 0,85% | 93,48 % | 94,28 % | 250 000 | 235 000 | 250 000 | 236 550 | 233 489 GBP | 222 823 GBP | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,55 % | 94,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 108 GBP | 236 108 GBP | 99,96% | 99,96% |
14/11/2024 | 0,85% | 94,09 % | 94,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 501 GBP | 236 501 GBP | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,41 % | 94,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 059 GBP | 236 059 GBP | 100,00% | 100,00% |
12/11/2024 | 0,86% | 93,12 % | 93,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 585 GBP | 234 585 GBP | 100,00% | 100,00% |
11/11/2024 | 0,86% | 93,07 % | 93,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 336 GBP | 234 336 GBP | 100,00% | 100,00% |
08/11/2024 | 0,86% | 91,99 % | 92,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 725 GBP | 232 725 GBP | 100,00% | 100,00% |
07/11/2024 | 0,86% | 92,39 % | 93,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 604 GBP | 232 604 GBP | 99,99% | 99,99% |