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 | 0.71% | 111.40 % | 112.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 559,982 AUD | 563,982 AUD | 98.58% | 98.58% |
19/11/2024 | 0.89% | 111.50 % | 112.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,594 AUD | 561,594 AUD | 100.00% | 100.00% |
18/11/2024 | 0.89% | 112.20 % | 113.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 559,418 AUD | 564,418 AUD | 99.05% | 99.05% |
15/11/2024 | 0.71% | 112.10 % | 112.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 562,565 AUD | 566,565 AUD | 99.38% | 99.38% |
14/11/2024 | 0.71% | 113.40 % | 114.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,210 AUD | 569,210 AUD | 99.92% | 99.92% |
13/11/2024 | 0.89% | 112.30 % | 113.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 560,941 AUD | 565,941 AUD | 99.89% | 99.89% |
12/11/2024 | 0.88% | 112.40 % | 113.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,770 AUD | 570,770 AUD | 100.00% | 100.00% |
11/11/2024 | 0.70% | 114.10 % | 114.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 570,472 AUD | 574,472 AUD | 100.00% | 100.00% |
08/11/2024 | 0.70% | 113.20 % | 114.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 566,195 AUD | 570,195 AUD | 100.00% | 100.00% |
07/11/2024 | 0.88% | 113.60 % | 114.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 567,042 AUD | 572,042 AUD | 99.76% | 99.76% |