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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'250 AUD | 499'750 AUD | 100.00% | 100.00% |
12.07.2024 | 0.50% | 99.70 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'936 AUD | 500'436 AUD | 100.00% | 100.00% |
11.07.2024 | 0.50% | 99.30 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'492 AUD | 498'992 AUD | 100.00% | 100.00% |
10.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'183 AUD | 498'683 AUD | 100.00% | 100.00% |
09.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'331 AUD | 498'831 AUD | 99.68% | 99.68% |
08.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'578 AUD | 498'078 AUD | 100.00% | 100.00% |
05.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'681 AUD | 498'181 AUD | 97.13% | 97.13% |
04.07.2024 | 0.50% | 99.20 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'863 AUD | 498'363 AUD | 99.45% | 99.45% |
03.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'350 AUD | 497'850 AUD | 100.00% | 100.00% |
02.07.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'734 AUD | 497'234 AUD | 100.00% | 100.00% |