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% | 93,94 % | 94,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 205 GBP | 237 205 GBP | 99,97% | 99,97% |
19/11/2024 | 0,85% | 93,84 % | 94,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 378 GBP | 237 378 GBP | 99,58% | 99,58% |
18/11/2024 | 0,84% | 94,63 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 172 GBP | 238 172 GBP | 100,00% | 100,00% |
15/11/2024 | 0,85% | 94,26 % | 95,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 531 GBP | 237 531 GBP | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,70 % | 95,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 400 GBP | 238 400 GBP | 99,99% | 99,99% |
13/11/2024 | 0,85% | 93,84 % | 94,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 793 GBP | 236 793 GBP | 99,99% | 99,99% |
12/11/2024 | 0,85% | 93,70 % | 94,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 626 GBP | 237 626 GBP | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,59 % | 96,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 761 GBP | 241 761 GBP | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,72 % | 96,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 737 GBP | 242 737 GBP | 99,92% | 99,92% |
07/11/2024 | 0,82% | 97,63 % | 98,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 897 GBP | 245 897 GBP | 100,00% | 100,00% |