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% | 103.14 % | 103.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,648 GBP | 259,723 GBP | 100.00% | 100.00% |
15/05/2024 | 0.80% | 102.53 % | 103.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,100 GBP | 258,150 GBP | 100.00% | 100.00% |
14/05/2024 | 0.80% | 102.54 % | 103.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,431 GBP | 258,481 GBP | 100.00% | 100.00% |
13/05/2024 | 0.80% | 102.70 % | 103.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,792 GBP | 258,858 GBP | 100.00% | 100.00% |
10/05/2024 | 0.80% | 102.46 % | 103.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,466 GBP | 258,516 GBP | 100.00% | 100.00% |
08/05/2024 | 0.80% | 101.92 % | 102.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,735 GBP | 256,785 GBP | 100.00% | 100.00% |
07/05/2024 | 0.80% | 101.30 % | 102.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,953 GBP | 254,978 GBP | 100.00% | 100.00% |
06/05/2024 | 0.80% | 101.02 % | 101.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,398 GBP | 254,423 GBP | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.79 % | 101.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,438 GBP | 254,463 GBP | 98.75% | 98.75% |
02/05/2024 | 0.80% | 100.49 % | 101.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,232 GBP | 253,257 GBP | 100.00% | 100.00% |