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 | 0.68% | 103.31 % | 104.01 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'962 GBP | 156'012 GBP | 100.00% | 100.00% |
15.05.2024 | 0.68% | 103.26 % | 103.96 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'901 GBP | 155'951 GBP | 100.00% | 100.00% |
14.05.2024 | 0.68% | 103.21 % | 103.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'840 GBP | 155'890 GBP | 100.00% | 100.00% |
13.05.2024 | 0.68% | 103.27 % | 103.97 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'913 GBP | 155'963 GBP | 100.00% | 100.00% |
10.05.2024 | 0.68% | 103.21 % | 103.91 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'801 GBP | 155'851 GBP | 100.00% | 100.00% |
08.05.2024 | 0.68% | 103.07 % | 103.77 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'629 GBP | 155'679 GBP | 100.00% | 100.00% |
07.05.2024 | 0.68% | 103.19 % | 103.89 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'785 GBP | 155'835 GBP | 100.00% | 100.00% |
06.05.2024 | 0.68% | 103.17 % | 103.87 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'755 GBP | 155'805 GBP | 100.00% | 100.00% |
03.05.2024 | 0.68% | 103.04 % | 103.74 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'669 GBP | 155'719 GBP | 100.00% | 100.00% |
02.05.2024 | 0.68% | 102.98 % | 103.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 154'428 GBP | 155'478 GBP | 100.00% | 100.00% |