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 | 0.50% | 100.20 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'244 AUD | 503'744 AUD | 100.00% | 100.00% |
19.11.2024 | 0.50% | 100.30 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'317 AUD | 503'817 AUD | 99.88% | 99.88% |
18.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'587 AUD | 503'087 AUD | 100.00% | 100.00% |
15.11.2024 | 0.30% | 100.30 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'500 AUD | 503'000 AUD | 100.00% | 100.00% |
14.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'577 AUD | 504'077 AUD | 99.10% | 99.10% |
13.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'087 AUD | 504'587 AUD | 100.00% | 100.00% |
12.11.2024 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'114 AUD | 503'614 AUD | 100.00% | 100.00% |
11.11.2024 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'909 AUD | 504'409 AUD | 100.00% | 100.00% |
08.11.2024 | 0.50% | 100.40 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'032 AUD | 504'532 AUD | 100.00% | 100.00% |
07.11.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'405 AUD | 504'905 AUD | 100.00% | 100.00% |