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 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,889 AUD | 500,389 AUD | 99.37% | 99.37% |
19/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,624 AUD | 500,124 AUD | 99.88% | 99.88% |
18/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,413 AUD | 499,913 AUD | 100.00% | 100.00% |
15/11/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,814 AUD | 500,314 AUD | 100.00% | 100.00% |
14/11/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,751 AUD | 501,251 AUD | 99.10% | 99.10% |
13/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,029 AUD | 500,529 AUD | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,746 AUD | 501,246 AUD | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,222 AUD | 501,722 AUD | 100.00% | 100.00% |
08/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,658 AUD | 501,158 AUD | 100.00% | 100.00% |
07/11/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,786 AUD | 501,286 AUD | 99.23% | 99.23% |