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 | 1.33% | 74.79 % | 75.79 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,864 AUD | 75,864 AUD | 100.00% | 100.00% |
19/11/2024 | 1.35% | 73.82 % | 74.82 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,374 AUD | 74,374 AUD | 55.30% | 55.30% |
18/11/2024 | 1.35% | 74.16 % | 75.16 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,667 AUD | 74,667 AUD | 100.00% | 100.00% |
15/11/2024 | 1.33% | 73.58 % | 74.58 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,584 AUD | 75,584 AUD | 100.00% | 100.00% |
14/11/2024 | 1.31% | 75.61 % | 76.61 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,640 AUD | 76,640 AUD | 100.00% | 100.00% |
13/11/2024 | 1.31% | 75.61 % | 76.61 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,924 AUD | 76,924 AUD | 100.00% | 100.00% |
12/11/2024 | 1.30% | 75.92 % | 76.92 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,300 AUD | 77,300 AUD | 100.00% | 100.00% |
11/11/2024 | 1.28% | 77.75 % | 78.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,864 AUD | 78,864 AUD | 99.86% | 99.86% |
08/11/2024 | 1.28% | 77.27 % | 78.27 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,559 AUD | 78,559 AUD | 97.13% | 97.13% |
07/11/2024 | 1.26% | 78.16 % | 79.16 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,716 AUD | 79,716 AUD | 100.00% | 100.00% |