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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'927 GBP | 508'927 GBP | 100.00% | 100.00% |
16.05.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'562 GBP | 508'562 GBP | 99.63% | 99.63% |
15.05.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'145 GBP | 506'145 GBP | 99.43% | 99.43% |
14.05.2024 | 0.80% | 100.20 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'493 GBP | 504'493 GBP | 98.96% | 98.96% |
13.05.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 499'919 | 500'910 GBP | 504'829 GBP | 100.00% | 100.00% |
10.05.2024 | 0.80% | 100.30 % | 101.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'127 GBP | 505'127 GBP | 99.84% | 99.84% |
08.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'922 GBP | 503'922 GBP | 98.03% | 98.03% |
07.05.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'804 GBP | 502'804 GBP | 99.44% | 99.44% |
06.05.2024 | 0.80% | 99.40 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'659 GBP | 501'659 GBP | 100.00% | 100.00% |
03.05.2024 | 0.81% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'847 GBP | 498'847 GBP | 100.00% | 100.00% |