| 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 | 0.25% | 85.80 % | 86.00 % | 500,000 | 500,000 | 497,069 | 497,069 | 427,830 GBP | 428,866 GBP | 98.61% | 98.61% |
| 27/01/2026 | 0.24% | 85.60 % | 85.80 % | 500,000 | 500,000 | 498,606 | 498,606 | 430,952 GBP | 431,996 GBP | 99.15% | 99.15% |
| 26/01/2026 | 0.24% | 87.70 % | 87.90 % | 500,000 | 500,000 | 497,109 | 497,109 | 436,472 GBP | 437,510 GBP | 100.00% | 100.00% |
| 23/01/2026 | 0.24% | 87.90 % | 88.10 % | 500,000 | 500,000 | 497,084 | 497,084 | 438,653 GBP | 439,695 GBP | 98.48% | 98.48% |
| 21/01/2026 | 0.24% | 88.20 % | 88.40 % | 500,000 | 500,000 | 497,112 | 497,112 | 440,652 GBP | 441,697 GBP | 100.00% | 100.00% |
| 19/01/2026 | 0.68% | 86.40 % | 86.61 % | 500,000 | 500,000 | 358,037 | 358,037 | 308,483 GBP | 309,422 GBP | 99.70% | 99.70% |
| 16/01/2026 | 0.42% | 88.00 % | 88.21 % | 500,000 | 500,000 | 419,887 | 419,887 | 371,638 GBP | 372,995 GBP | 10.27% | 110.10% |
| 14/01/2026 | 0.43% | 89.00 % | 89.21 % | 500,000 | 500,000 | 415,768 | 415,768 | 369,778 GBP | 371,145 GBP | 9.85% | 109.37% |
| 13/01/2026 | 0.45% | 88.70 % | 88.91 % | 500,000 | 500,000 | 404,921 | 404,921 | 362,679 GBP | 364,057 GBP | 10.03% | 110.01% |
| 12/01/2026 | 0.46% | 88.40 % | 88.61 % | 500,000 | 500,000 | 404,968 | 404,968 | 355,720 GBP | 357,103 GBP | 9.55% | 109.40% |