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 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,565 AUD | 492,065 AUD | 99.37% | 99.37% |
19/11/2024 | 0.31% | 98.10 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,579 AUD | 492,079 AUD | 99.87% | 99.87% |
18/11/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,117 AUD | 493,617 AUD | 100.00% | 100.00% |
15/11/2024 | 0.30% | 98.10 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,470 AUD | 492,970 AUD | 100.00% | 100.00% |
14/11/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,736 AUD | 496,236 AUD | 99.10% | 99.10% |
13/11/2024 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,840 AUD | 494,340 AUD | 100.00% | 100.00% |
12/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,594 AUD | 494,094 AUD | 100.00% | 100.00% |
11/11/2024 | 0.30% | 98.60 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,850 AUD | 495,350 AUD | 100.00% | 100.00% |
08/11/2024 | 0.30% | 98.90 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,903 AUD | 495,403 AUD | 100.00% | 100.00% |
07/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,538 AUD | 496,038 AUD | 99.23% | 99.23% |