| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/01/2026 | 0.21% | 100.30 % | 100.50 % | 500,000 | 500,000 | 497,071 | 497,071 | 498,499 GBP | 499,536 GBP | 98.66% | 98.66% |
| 27/01/2026 | 0.21% | 100.10 % | 100.30 % | 500,000 | 500,000 | 498,605 | 498,605 | 498,753 GBP | 499,797 GBP | 99.15% | 99.15% |
| 26/01/2026 | 0.21% | 100.10 % | 100.30 % | 500,000 | 500,000 | 497,109 | 497,109 | 498,077 GBP | 499,115 GBP | 100.00% | 100.00% |
| 23/01/2026 | 0.21% | 99.90 % | 100.10 % | 500,000 | 500,000 | 497,076 | 497,076 | 496,584 GBP | 497,627 GBP | 98.22% | 98.22% |
| 21/01/2026 | 0.21% | 100.30 % | 100.50 % | 500,000 | 500,000 | 497,111 | 497,111 | 498,251 GBP | 499,295 GBP | 99.99% | 99.99% |
| 19/01/2026 | 0.21% | 100.40 % | 100.61 % | 500,000 | 500,000 | 497,125 | 497,125 | 499,684 GBP | 500,723 GBP | 100.00% | 100.00% |
| 16/01/2026 | 0.33% | 100.40 % | 100.61 % | 500,000 | 500,000 | 438,047 | 438,047 | 439,799 GBP | 441,086 GBP | 13.28% | 110.08% |
| 14/01/2026 | 0.33% | 100.30 % | 100.51 % | 500,000 | 500,000 | 437,531 | 437,531 | 439,152 GBP | 440,437 GBP | 13.28% | 66.64% |
| 13/01/2026 | 0.33% | 100.40 % | 100.61 % | 500,000 | 500,000 | 437,764 | 437,764 | 440,179 GBP | 441,467 GBP | 13.20% | 111.69% |
| 12/01/2026 | 0.35% | 100.50 % | 100.71 % | 500,000 | 500,000 | 431,042 | 431,042 | 433,478 GBP | 434,775 GBP | 13.16% | 104.35% |