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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,800 GBP | 256,850 GBP | 100.00% | 100.00% |
16/05/2024 | 0.80% | 101.91 % | 102.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,775 GBP | 256,825 GBP | 100.00% | 100.00% |
15/05/2024 | 0.80% | 101.83 % | 102.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,520 GBP | 256,570 GBP | 100.00% | 100.00% |
14/05/2024 | 0.80% | 101.75 % | 102.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,337 GBP | 256,387 GBP | 100.00% | 100.00% |
13/05/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,344 GBP | 256,394 GBP | 100.00% | 100.00% |
10/05/2024 | 0.80% | 101.72 % | 102.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,321 GBP | 256,371 GBP | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.70 % | 102.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,274 GBP | 256,324 GBP | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.63 % | 102.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,043 GBP | 256,093 GBP | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.47 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,649 GBP | 255,686 GBP | 100.00% | 100.00% |
03/05/2024 | 0.80% | 101.38 % | 102.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,427 GBP | 255,453 GBP | 99.63% | 99.63% |