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Hi Marc.
I think that quite a lot of factories made pressed glass paperweights in the 19th century. I have written a couple of articles about the few known Baccarat designs (Lion version shown below), but they are more solid than the one you show.
The best quality weights are lead crystal, and hand engraved to add fine detail after moulding - if you use a magnifying glass you should be able to check whether yours has been made this way.
As for value, it has some....but quite how much might depend on whether you can get a maker and age for it. As an unknown piece I would expect it to make more than £10 but less than £50.
Alan