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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.19% | 45.96 GBP | 46.04 GBP | 4,800 | 960 | 4,800 | 960 | 220,183 GBP | 44,118 GBP | 98.86% | 98.86% |
10/05/2024 | 0.18% | 46.06 GBP | 46.14 GBP | 4,800 | 960 | 4,800 | 960 | 220,605 GBP | 44,203 GBP | 99.14% | 99.14% |
08/05/2024 | 0.44% | 45.40 GBP | 45.60 GBP | 4,800 | 960 | 4,815 | 963 | 218,475 GBP | 43,888 GBP | 97.37% | 97.37% |
07/05/2024 | 0.19% | 45.66 GBP | 45.74 GBP | 4,800 | 960 | 4,807 | 961 | 218,613 GBP | 43,804 GBP | 98.96% | 98.96% |
06/05/2024 | - | - GBP | - GBP | 0 | 0 | 0 | 0 | 0 GBP | 0 GBP | 0.00% | 0.00% |
03/05/2024 | 0.38% | 44.70 GBP | 44.90 GBP | 4,900 | 980 | 4,900 | 980 | 219,245 GBP | 44,016 GBP | 99.09% | 99.09% |
02/05/2024 | 0.19% | 44.66 GBP | 44.74 GBP | 4,900 | 980 | 4,900 | 980 | 219,369 GBP | 43,957 GBP | 96.69% | 96.69% |
30/04/2024 | 0.45% | 44.50 GBP | 44.70 GBP | 4,900 | 980 | 4,891 | 978 | 218,699 GBP | 43,935 GBP | 98.92% | 98.92% |
29/04/2024 | 0.19% | 44.66 GBP | 44.74 GBP | 4,900 | 980 | 4,900 | 980 | 219,411 GBP | 43,966 GBP | 99.17% | 99.17% |
26/04/2024 | 0.19% | 44.16 GBP | 44.24 GBP | 5,000 | 1,000 | 4,981 | 996 | 219,046 GBP | 43,894 GBP | 98.88% | 98.88% |