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 | 0.47% | 107.06 % | 107.56 % | 500'000 | 500'000 | 500'000 | 500'000 | 535'417 GBP | 537'917 GBP | 100.00% | 100.00% |
15.05.2024 | 0.47% | 106.93 % | 107.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 533'528 GBP | 536'028 GBP | 100.00% | 100.00% |
14.05.2024 | 0.47% | 106.29 % | 106.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 530'638 GBP | 533'138 GBP | 100.00% | 100.00% |
13.05.2024 | 0.47% | 105.64 % | 106.14 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'247 GBP | 529'747 GBP | 100.00% | 100.00% |
10.05.2024 | 0.48% | 105.05 % | 105.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 524'370 GBP | 526'870 GBP | 100.00% | 100.00% |
08.05.2024 | 0.48% | 104.56 % | 105.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'598 GBP | 526'098 GBP | 100.00% | 100.00% |
07.05.2024 | 0.48% | 104.79 % | 105.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'532 GBP | 525'032 GBP | 100.00% | 100.00% |
06.05.2024 | 0.48% | 104.09 % | 104.59 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'321 GBP | 523'821 GBP | 100.00% | 100.00% |
03.05.2024 | 0.48% | 104.17 % | 104.67 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'903 GBP | 523'403 GBP | 99.99% | 99.99% |
02.05.2024 | 0.48% | 103.71 % | 104.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'586 GBP | 522'086 GBP | 100.00% | 100.00% |