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 | 0.50% | 100.20 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,244 AUD | 503,744 AUD | 100.00% | 100.00% |
19/11/2024 | 0.50% | 100.30 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,317 AUD | 503,817 AUD | 99.88% | 99.88% |
18/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,587 AUD | 503,087 AUD | 100.00% | 100.00% |
15/11/2024 | 0.30% | 100.30 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 AUD | 503,000 AUD | 100.00% | 100.00% |
14/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,577 AUD | 504,077 AUD | 99.10% | 99.10% |
13/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,087 AUD | 504,587 AUD | 100.00% | 100.00% |
12/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,114 AUD | 503,614 AUD | 100.00% | 100.00% |
11/11/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,909 AUD | 504,409 AUD | 100.00% | 100.00% |
08/11/2024 | 0.50% | 100.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,032 AUD | 504,532 AUD | 100.00% | 100.00% |
07/11/2024 | 0.50% | 100.50 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,405 AUD | 504,905 AUD | 100.00% | 100.00% |