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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'889 AUD | 500'389 AUD | 99.37% | 99.37% |
19.11.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'624 AUD | 500'124 AUD | 99.88% | 99.88% |
18.11.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'413 AUD | 499'913 AUD | 100.00% | 100.00% |
15.11.2024 | 0.30% | 99.70 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'814 AUD | 500'314 AUD | 100.00% | 100.00% |
14.11.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'751 AUD | 501'251 AUD | 99.10% | 99.10% |
13.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'029 AUD | 500'529 AUD | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'746 AUD | 501'246 AUD | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.00 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'222 AUD | 501'722 AUD | 100.00% | 100.00% |
08.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'658 AUD | 501'158 AUD | 100.00% | 100.00% |
07.11.2024 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'786 AUD | 501'286 AUD | 99.23% | 99.23% |