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 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,191 AUD | 502,691 AUD | 100.00% | 100.00% |
12/07/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,892 AUD | 502,392 AUD | 100.00% | 100.00% |
11/07/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,342 AUD | 501,842 AUD | 100.00% | 100.00% |
10/07/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,070 AUD | 500,570 AUD | 100.00% | 100.00% |
09/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,856 AUD | 500,356 AUD | 100.00% | 100.00% |
08/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,726 AUD | 500,226 AUD | 100.00% | 100.00% |
05/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,506 AUD | 500,006 AUD | 97.13% | 97.13% |
04/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,773 AUD | 500,273 AUD | 99.45% | 99.45% |
03/07/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,939 AUD | 500,439 AUD | 100.00% | 100.00% |
02/07/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,154 AUD | 499,654 AUD | 100.00% | 100.00% |