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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 1.14% | 87.47 % | 88.47 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'744 AUD | 8'844 AUD | 16.98% | 16.98% |
13.12.2024 | 1.10% | 90.11 % | 91.11 % | 10'000 | 10'000 | 10'000 | 10'000 | 9'030 AUD | 9'130 AUD | 100.00% | 100.00% |
12.12.2024 | 1.11% | 89.43 % | 90.43 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'926 AUD | 9'026 AUD | 99.51% | 99.51% |
11.12.2024 | 1.12% | 88.70 % | 89.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'909 AUD | 9'009 AUD | 99.38% | 99.38% |
10.12.2024 | 1.12% | 89.22 % | 90.22 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'909 AUD | 9'009 AUD | 100.00% | 100.00% |
09.12.2024 | 1.12% | 89.28 % | 90.28 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'842 AUD | 8'942 AUD | 100.00% | 100.00% |
06.12.2024 | 1.14% | 87.33 % | 88.33 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'753 AUD | 8'853 AUD | 100.00% | 100.00% |
05.12.2024 | 1.16% | 86.70 % | 87.70 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'605 AUD | 8'705 AUD | 98.30% | 98.30% |
04.12.2024 | 1.16% | 85.74 % | 86.74 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'584 AUD | 8'684 AUD | 100.00% | 100.00% |
03.12.2024 | 1.17% | 84.73 % | 85.73 % | 10'000 | 10'000 | 10'000 | 10'000 | 8'515 AUD | 8'615 AUD | 100.00% | 100.00% |