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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.99% | 100.40 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'005 AUD | 507'005 AUD | 99.62% | 99.62% |
15.05.2024 | 0.80% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'029 AUD | 504'029 AUD | 99.43% | 99.43% |
14.05.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'248 AUD | 502'248 AUD | 98.95% | 98.95% |
13.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'513 AUD | 503'513 AUD | 100.00% | 100.00% |
10.05.2024 | 1.00% | 99.80 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'662 AUD | 503'662 AUD | 99.84% | 99.84% |
08.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'923 AUD | 502'923 AUD | 97.91% | 97.91% |
07.05.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'997 AUD | 500'997 AUD | 99.46% | 99.46% |
06.05.2024 | 1.01% | 98.90 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'982 AUD | 499'982 AUD | 100.00% | 100.00% |
03.05.2024 | 0.96% | 98.60 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'756 AUD | 497'497 AUD | 100.00% | 100.00% |
02.05.2024 | 0.81% | 98.50 % | 99.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'560 AUD | 498'560 AUD | 100.00% | 100.00% |