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 | 0.70% | 113.40 % | 114.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 567,713 AUD | 571,713 AUD | 99.70% | 99.70% |
12/07/2024 | 0.88% | 113.60 % | 114.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 564,856 AUD | 569,856 AUD | 100.00% | 100.00% |
11/07/2024 | 0.88% | 112.60 % | 113.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 563,342 AUD | 568,342 AUD | 100.00% | 100.00% |
10/07/2024 | 0.71% | 112.10 % | 112.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,616 AUD | 562,616 AUD | 100.00% | 100.00% |
09/07/2024 | 0.71% | 111.40 % | 112.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,838 AUD | 562,838 AUD | 99.59% | 99.59% |
08/07/2024 | 0.89% | 111.80 % | 112.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 559,658 AUD | 564,658 AUD | 100.00% | 100.00% |
05/07/2024 | 0.89% | 111.50 % | 112.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,875 AUD | 563,875 AUD | 99.99% | 99.99% |
04/07/2024 | 0.71% | 111.70 % | 112.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,059 AUD | 562,059 AUD | 99.38% | 99.38% |
03/07/2024 | 0.72% | 111.30 % | 112.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,045 AUD | 560,045 AUD | 100.00% | 100.00% |
02/07/2024 | 0.90% | 110.50 % | 111.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 550,452 AUD | 555,452 AUD | 100.00% | 100.00% |