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 | 0.80% | 101.21 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'058 GBP | 255'083 GBP | 100.00% | 100.00% |
15.05.2024 | 0.80% | 100.93 % | 101.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'647 GBP | 253'672 GBP | 100.00% | 100.00% |
14.05.2024 | 0.80% | 100.39 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'506 GBP | 252'514 GBP | 100.00% | 100.00% |
13.05.2024 | 0.80% | 100.16 % | 100.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'292 GBP | 252'293 GBP | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.12 % | 100.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'154 GBP | 252'154 GBP | 100.00% | 100.00% |
08.05.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'742 GBP | 249'742 GBP | 100.00% | 100.00% |
07.05.2024 | 0.81% | 98.27 % | 99.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'484 GBP | 247'484 GBP | 100.00% | 100.00% |
06.05.2024 | 0.82% | 97.44 % | 98.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'670 GBP | 245'670 GBP | 100.00% | 100.00% |
03.05.2024 | 0.82% | 97.30 % | 98.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'270 GBP | 245'270 GBP | 99.59% | 99.59% |
02.05.2024 | 0.82% | 97.00 % | 97.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'750 GBP | 244'750 GBP | 100.00% | 100.00% |