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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'800 GBP | 500'300 GBP | 99.50% | 99.50% |
15.05.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'169 GBP | 501'669 GBP | 99.44% | 99.44% |
14.05.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'730 GBP | 501'230 GBP | 98.91% | 98.91% |
13.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'006 GBP | 500'506 GBP | 100.00% | 100.00% |
10.05.2024 | 0.50% | 99.50 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'829 GBP | 500'329 GBP | 100.00% | 100.00% |
08.05.2024 | 0.50% | 99.60 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'526 GBP | 500'026 GBP | 98.15% | 98.15% |
07.05.2024 | 0.50% | 99.40 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'000 GBP | 499'500 GBP | 99.57% | 99.57% |
06.05.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'000 GBP | 498'500 GBP | 100.00% | 100.00% |
03.05.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'596 GBP | 498'096 GBP | 100.00% | 100.00% |
02.05.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'161 GBP | 498'661 GBP | 100.00% | 100.00% |