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 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'191 AUD | 502'691 AUD | 100.00% | 100.00% |
12.07.2024 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'892 AUD | 502'392 AUD | 100.00% | 100.00% |
11.07.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'342 AUD | 501'842 AUD | 100.00% | 100.00% |
10.07.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'070 AUD | 500'570 AUD | 100.00% | 100.00% |
09.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'856 AUD | 500'356 AUD | 100.00% | 100.00% |
08.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'726 AUD | 500'226 AUD | 100.00% | 100.00% |
05.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'506 AUD | 500'006 AUD | 97.13% | 97.13% |
04.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'773 AUD | 500'273 AUD | 99.45% | 99.45% |
03.07.2024 | 0.30% | 99.80 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'939 AUD | 500'439 AUD | 100.00% | 100.00% |
02.07.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'154 AUD | 499'654 AUD | 100.00% | 100.00% |