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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/04/2025 | 0.80% | 98.86 % | 99.66 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,629 ZAR | 501,315 ZAR | 96.71% | 96.71% |
02/04/2025 | 0.80% | 101.03 % | 101.84 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,900 ZAR | 508,002 ZAR | 100.00% | 100.00% |
01/04/2025 | 0.80% | 101.07 % | 101.88 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,660 ZAR | 507,878 ZAR | 100.00% | 100.00% |
31/03/2025 | 0.80% | 100.14 % | 100.94 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,140 ZAR | 504,072 ZAR | 100.00% | 100.00% |
28/03/2025 | 0.80% | 100.90 % | 101.71 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,590 ZAR | 511,381 ZAR | 100.00% | 100.00% |
27/03/2025 | 0.80% | 101.79 % | 102.61 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,850 ZAR | 514,026 ZAR | 100.00% | 100.00% |
26/03/2025 | 0.80% | 102.08 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023,520 ZAR | 515,860 ZAR | 100.00% | 100.00% |
25/03/2025 | 0.80% | 102.37 % | 103.19 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023,550 ZAR | 515,873 ZAR | 100.00% | 100.00% |
24/03/2025 | 0.80% | 102.29 % | 103.11 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,410 ZAR | 514,304 ZAR | 100.00% | 100.00% |
21/03/2025 | 0.80% | 101.05 % | 101.86 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,900 ZAR | 509,502 ZAR | 100.00% | 100.00% |