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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,730 GBP | 501,230 GBP | 98.91% | 98.91% |
13/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,006 GBP | 500,506 GBP | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,829 GBP | 500,329 GBP | 100.00% | 100.00% |
08/05/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,526 GBP | 500,026 GBP | 98.15% | 98.15% |
07/05/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,000 GBP | 499,500 GBP | 99.57% | 99.57% |
06/05/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,000 GBP | 498,500 GBP | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,596 GBP | 498,096 GBP | 100.00% | 100.00% |
02/05/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,161 GBP | 498,661 GBP | 100.00% | 100.00% |
30/04/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,838 GBP | 498,338 GBP | 99.23% | 99.23% |
29/04/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,000 GBP | 497,500 GBP | 100.00% | 100.00% |