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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 0.90% | 110.40 % | 111.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,026 AUD | 557,026 AUD | 99.03% | 99.03% |
17/05/2024 | 0.72% | 110.60 % | 111.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,334 AUD | 556,334 AUD | 100.00% | 100.00% |
16/05/2024 | 0.72% | 110.50 % | 111.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 552,820 AUD | 556,820 AUD | 99.63% | 99.63% |
15/05/2024 | 0.91% | 110.20 % | 111.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,897 AUD | 553,897 AUD | 98.29% | 98.29% |
14/05/2024 | 0.91% | 109.40 % | 110.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,019 AUD | 551,019 AUD | 98.93% | 98.93% |
13/05/2024 | 0.73% | 109.30 % | 110.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,784 AUD | 550,784 AUD | 99.66% | 99.66% |
10/05/2024 | 0.73% | 109.10 % | 109.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,103 AUD | 550,103 AUD | 99.84% | 99.84% |
08/05/2024 | 0.92% | 108.10 % | 109.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,049 AUD | 545,049 AUD | 97.42% | 97.42% |
07/05/2024 | 0.93% | 107.90 % | 108.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,551 AUD | 542,551 AUD | 99.57% | 99.57% |
06/05/2024 | 0.75% | 106.70 % | 107.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,504 AUD | 537,504 AUD | 100.00% | 100.00% |