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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 486,986 | 486,986 | 481,810 GBP | 483,271 GBP | 100.00% | 100.00% |
13/06/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 486,875 | 486,875 | 482,969 GBP | 484,429 GBP | 99.28% | 99.28% |
12/06/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 486,970 | 486,970 | 483,954 GBP | 485,415 GBP | 100.00% | 100.00% |
11/06/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 486,979 | 486,979 | 483,297 GBP | 484,758 GBP | 100.00% | 100.00% |
10/06/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 486,970 | 486,970 | 484,431 GBP | 485,892 GBP | 100.00% | 100.00% |
07/06/2024 | 0.30% | 99.40 % | 99.70 % | 500,000 | 500,000 | 486,970 | 486,970 | 483,755 GBP | 485,216 GBP | 100.00% | 100.00% |
05/06/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 486,970 | 486,970 | 483,296 GBP | 484,757 GBP | 100.00% | 100.00% |
04/06/2024 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 486,971 | 486,971 | 485,178 GBP | 486,639 GBP | 100.00% | 100.00% |
03/06/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 486,968 | 486,968 | 486,264 GBP | 487,725 GBP | 100.00% | 100.00% |
31/05/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 486,971 | 486,971 | 486,046 GBP | 487,507 GBP | 99.94% | 99.94% |