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% | 102.33 % | 103.15 % | 150'000 | 250'000 | 210'182 | 250'000 | 215'080 GBP | 257'875 GBP | 100.00% | 100.00% |
15.05.2024 | 0.80% | 102.27 % | 103.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'675 GBP | 257'725 GBP | 100.00% | 100.00% |
14.05.2024 | 0.80% | 102.25 % | 103.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'625 GBP | 257'675 GBP | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.23 % | 103.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'575 GBP | 257'625 GBP | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.19 % | 103.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'521 GBP | 257'571 GBP | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.16 % | 102.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'400 GBP | 257'450 GBP | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.10 % | 102.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'250 GBP | 257'300 GBP | 100.00% | 100.00% |
06.05.2024 | 0.80% | 102.02 % | 102.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'050 GBP | 257'100 GBP | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.97 % | 102.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'846 GBP | 256'896 GBP | 99.67% | 99.67% |
02.05.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'714 GBP | 256'764 GBP | 100.00% | 100.00% |