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 | 0,81% | 98,07 % | 98,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 026 GBP | 247 026 GBP | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,81 % | 98,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 489 GBP | 246 489 GBP | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,06 % | 98,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 110 GBP | 247 110 GBP | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,25 % | 99,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 503 GBP | 248 503 GBP | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,79 % | 99,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 952 GBP | 248 952 GBP | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,62 % | 99,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 667 GBP | 248 667 GBP | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,90 % | 99,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 599 GBP | 249 599 GBP | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 010 GBP | 250 010 GBP | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 529 GBP | 249 529 GBP | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 450 GBP | 249 450 GBP | 100,00% | 100,00% |