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% | 100.86 % | 101.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,150 GBP | 254,175 GBP | 100.00% | 100.00% |
15/05/2024 | 0.80% | 100.80 % | 101.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,000 GBP | 254,025 GBP | 100.00% | 100.00% |
14/05/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,975 GBP | 254,000 GBP | 100.00% | 100.00% |
13/05/2024 | 0.80% | 100.78 % | 101.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,950 GBP | 253,975 GBP | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.76 % | 101.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,900 GBP | 253,925 GBP | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.75 % | 101.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,875 GBP | 253,900 GBP | 100.00% | 100.00% |
07/05/2024 | 0.80% | 100.70 % | 101.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,750 GBP | 253,775 GBP | 100.00% | 100.00% |
06/05/2024 | 0.80% | 100.66 % | 101.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,650 GBP | 253,675 GBP | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.64 % | 101.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,600 GBP | 253,625 GBP | 99.86% | 99.86% |
02/05/2024 | 0.80% | 100.63 % | 101.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,575 GBP | 253,600 GBP | 100.00% | 100.00% |