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% |