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 | 0.84% | 94.72 % | 95.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 237'211 GBP | 239'211 GBP | 100.00% | 100.00% |
29.10.2024 | 0.83% | 95.52 % | 96.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'192 GBP | 242'192 GBP | 98.07% | 98.07% |
28.10.2024 | 0.83% | 95.99 % | 96.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'541 GBP | 241'541 GBP | 100.00% | 100.00% |
25.10.2024 | 0.83% | 95.97 % | 96.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'672 GBP | 241'672 GBP | 100.00% | 100.00% |
24.10.2024 | 0.83% | 95.94 % | 96.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'825 GBP | 241'825 GBP | 99.98% | 99.98% |
23.10.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'800 GBP | 240'800 GBP | 100.00% | 100.00% |
22.10.2024 | 0.84% | 95.41 % | 96.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'348 GBP | 240'348 GBP | 100.00% | 100.00% |
21.10.2024 | 0.83% | 95.22 % | 96.02 % | 240'000 | 250'000 | 241'614 | 250'000 | 230'845 GBP | 240'856 GBP | 97.68% | 97.68% |
18.10.2024 | 0.81% | 97.87 % | 98.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'167 GBP | 247'167 GBP | 100.00% | 100.00% |
17.10.2024 | 0.82% | 96.83 % | 97.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'073 GBP | 246'073 GBP | 100.00% | 100.00% |