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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/11/2024 | 0.88% | 112.80 % | 113.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 563,922 AUD | 568,922 AUD | 100.00% | 100.00% |
27/11/2024 | 0.71% | 112.30 % | 113.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 561,436 AUD | 565,436 AUD | 99.91% | 99.91% |
26/11/2024 | 0.71% | 112.70 % | 113.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 563,686 AUD | 567,686 AUD | 100.00% | 100.00% |
25/11/2024 | 0.88% | 113.00 % | 114.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,275 AUD | 570,275 AUD | 100.00% | 100.00% |
22/11/2024 | 0.89% | 112.70 % | 113.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 561,891 AUD | 566,891 AUD | 100.00% | 100.00% |
20/11/2024 | 0.71% | 111.40 % | 112.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 559,982 AUD | 563,982 AUD | 98.58% | 98.58% |
19/11/2024 | 0.89% | 111.50 % | 112.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 556,594 AUD | 561,594 AUD | 100.00% | 100.00% |
18/11/2024 | 0.89% | 112.20 % | 113.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 559,418 AUD | 564,418 AUD | 99.05% | 99.05% |
15/11/2024 | 0.71% | 112.10 % | 112.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 562,565 AUD | 566,565 AUD | 99.38% | 99.38% |
14/11/2024 | 0.71% | 113.40 % | 114.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 565,210 AUD | 569,210 AUD | 99.92% | 99.92% |