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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.31% | 97.40 % | 97.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'951 AUD | 487'451 AUD | 99.51% | 99.51% |
18.12.2024 | 0.31% | 97.00 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'945 AUD | 486'445 AUD | 100.00% | 100.00% |
17.12.2024 | 0.31% | 98.30 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'689 AUD | 491'189 AUD | 100.00% | 100.00% |
16.12.2024 | 0.31% | 97.50 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'303 AUD | 489'803 AUD | 100.00% | 100.00% |
13.12.2024 | 0.31% | 97.90 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'492 AUD | 490'992 AUD | 100.00% | 100.00% |
12.12.2024 | 0.31% | 98.20 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'892 AUD | 492'392 AUD | 100.00% | 100.00% |
11.12.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'369 AUD | 490'869 AUD | 98.61% | 98.61% |
10.12.2024 | 0.31% | 97.80 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'653 AUD | 491'153 AUD | 99.92% | 99.92% |
09.12.2024 | 0.31% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'893 AUD | 491'393 AUD | 99.59% | 99.59% |
06.12.2024 | 0.30% | 98.10 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'336 AUD | 492'836 AUD | 100.00% | 100.00% |