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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0,80% | 100,91 % | 101,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 399 GBP | 254 424 GBP | 100,00% | 100,00% |
20/12/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 156 GBP | 253 181 GBP | 99,93% | 99,93% |
19/12/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 247 GBP | 254 272 GBP | 100,00% | 100,00% |
18/12/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 123 GBP | 255 148 GBP | 100,00% | 100,00% |
17/12/2024 | 0,80% | 101,18 % | 101,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 025 GBP | 255 050 GBP | 100,00% | 100,00% |
16/12/2024 | 0,80% | 101,27 % | 102,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 167 GBP | 255 192 GBP | 100,00% | 100,00% |
13/12/2024 | 0,80% | 101,29 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 385 GBP | 255 410 GBP | 100,00% | 100,00% |
12/12/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 084 GBP | 255 109 GBP | 100,00% | 100,00% |
11/12/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 877 GBP | 254 902 GBP | 100,00% | 100,00% |
10/12/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 016 GBP | 255 041 GBP | 100,00% | 100,00% |