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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.82% | 97.62 % | 98.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,302 AUD | 246,302 AUD | 100.00% | 100.00% |
20/12/2024 | 0.82% | 97.51 % | 98.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,245 AUD | 244,245 AUD | 100.00% | 100.00% |
19/12/2024 | 0.81% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,667 AUD | 246,667 AUD | 100.00% | 100.00% |
18/12/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,991 AUD | 248,991 AUD | 100.00% | 100.00% |
17/12/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,074 AUD | 249,074 AUD | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,170 AUD | 249,170 AUD | 100.00% | 100.00% |
13/12/2024 | 0.80% | 98.98 % | 99.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,885 AUD | 249,885 AUD | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.24 % | 100.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,174 AUD | 250,174 AUD | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,231 AUD | 250,231 AUD | 100.00% | 100.00% |
10/12/2024 | 0.80% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,107 AUD | 250,107 AUD | 66.73% | 66.73% |