| 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 | 0.23% | 91.10 % | 91.30 % | 500,000 | 500,000 | 497,067 | 497,067 | 452,214 GBP | 453,250 GBP | 98.52% | 98.52% |
| 27/01/2026 | 0.23% | 91.90 % | 92.10 % | 500,000 | 500,000 | 498,611 | 498,611 | 461,270 GBP | 462,314 GBP | 99.16% | 99.16% |
| 26/01/2026 | 0.23% | 92.50 % | 92.70 % | 500,000 | 500,000 | 497,109 | 497,109 | 461,003 GBP | 462,041 GBP | 100.00% | 100.00% |
| 23/01/2026 | 0.23% | 92.80 % | 93.00 % | 500,000 | 500,000 | 497,084 | 497,084 | 461,759 GBP | 462,801 GBP | 98.48% | 98.48% |
| 21/01/2026 | 0.23% | 92.70 % | 92.90 % | 500,000 | 500,000 | 497,112 | 497,112 | 459,830 GBP | 460,875 GBP | 100.00% | 100.00% |
| 19/01/2026 | 0.23% | 94.00 % | 94.21 % | 500,000 | 500,000 | 497,125 | 497,125 | 468,694 GBP | 469,734 GBP | 100.00% | 100.00% |
| 16/01/2026 | 0.38% | 94.10 % | 94.31 % | 500,000 | 500,000 | 424,431 | 424,431 | 400,392 GBP | 401,732 GBP | 10.89% | 108.27% |
| 14/01/2026 | 0.40% | 94.30 % | 94.51 % | 500,000 | 500,000 | 418,582 | 418,582 | 395,934 GBP | 397,291 GBP | 10.19% | 109.52% |
| 13/01/2026 | 0.36% | 94.80 % | 95.01 % | 500,000 | 500,000 | 435,959 | 435,959 | 414,749 GBP | 416,043 GBP | 12.83% | 112.15% |
| 12/01/2026 | 0.39% | 95.20 % | 95.41 % | 500,000 | 500,000 | 417,306 | 417,306 | 397,483 GBP | 398,842 GBP | 9.99% | 109.83% |