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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.10.2024 | 0.82% | 96.79 % | 97.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'733 GBP | 245'733 GBP | 99.99% | 99.99% |
29.10.2024 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'231 GBP | 247'231 GBP | 99.71% | 99.71% |
28.10.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'721 GBP | 247'721 GBP | 100.00% | 100.00% |
25.10.2024 | 0.81% | 98.25 % | 99.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'655 GBP | 247'655 GBP | 100.00% | 100.00% |
24.10.2024 | 0.81% | 98.61 % | 99.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'176 GBP | 248'176 GBP | 100.00% | 100.00% |
23.10.2024 | 0.81% | 98.45 % | 99.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'108 GBP | 249'108 GBP | 99.99% | 99.99% |
22.10.2024 | 0.80% | 99.02 % | 99.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'582 GBP | 249'582 GBP | 100.00% | 100.00% |
21.10.2024 | 0.80% | 99.10 % | 99.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'380 GBP | 250'380 GBP | 97.78% | 97.78% |
18.10.2024 | 0.80% | 99.32 % | 100.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'757 GBP | 250'757 GBP | 100.00% | 100.00% |
17.10.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'080 GBP | 251'080 GBP | 100.00% | 100.00% |