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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03.12.2024 | 0.70% | 114.20 % | 115.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 571'572 AUD | 575'572 AUD | 99.77% | 99.77% |
02.12.2024 | 0.70% | 114.00 % | 114.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 568'340 AUD | 572'340 AUD | 100.00% | 100.00% |
29.11.2024 | 0.88% | 113.40 % | 114.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 564'532 AUD | 569'532 AUD | 100.00% | 100.00% |
28.11.2024 | 0.88% | 112.80 % | 113.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 563'922 AUD | 568'922 AUD | 100.00% | 100.00% |
27.11.2024 | 0.71% | 112.30 % | 113.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 561'436 AUD | 565'436 AUD | 99.91% | 99.91% |
26.11.2024 | 0.71% | 112.70 % | 113.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 563'686 AUD | 567'686 AUD | 100.00% | 100.00% |
25.11.2024 | 0.88% | 113.00 % | 114.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 565'275 AUD | 570'275 AUD | 100.00% | 100.00% |
22.11.2024 | 0.89% | 112.70 % | 113.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 561'891 AUD | 566'891 AUD | 100.00% | 100.00% |
20.11.2024 | 0.71% | 111.40 % | 112.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 559'982 AUD | 563'982 AUD | 98.58% | 98.58% |
19.11.2024 | 0.89% | 111.50 % | 112.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 556'594 AUD | 561'594 AUD | 100.00% | 100.00% |