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 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,250 AUD | 499,750 AUD | 100.00% | 100.00% |
12/07/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,936 AUD | 500,436 AUD | 100.00% | 100.00% |
11/07/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,492 AUD | 498,992 AUD | 100.00% | 100.00% |
10/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,183 AUD | 498,683 AUD | 100.00% | 100.00% |
09/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,331 AUD | 498,831 AUD | 99.68% | 99.68% |
08/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,578 AUD | 498,078 AUD | 100.00% | 100.00% |
05/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,681 AUD | 498,181 AUD | 97.13% | 97.13% |
04/07/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,863 AUD | 498,363 AUD | 99.45% | 99.45% |
03/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,350 AUD | 497,850 AUD | 100.00% | 100.00% |
02/07/2024 | 0.50% | 99.10 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,734 AUD | 497,234 AUD | 100.00% | 100.00% |