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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/04/2024 | 0.94% | 106.80 % | 107.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,113 AUD | 537,113 AUD | 100.00% | 100.00% |
22/04/2024 | 0.94% | 105.30 % | 106.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,896 AUD | 531,896 AUD | 100.00% | 100.00% |
19/04/2024 | 0.76% | 105.30 % | 106.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,549 AUD | 529,549 AUD | 100.00% | 100.00% |
18/04/2024 | 0.76% | 105.60 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,251 AUD | 531,251 AUD | 100.00% | 100.00% |
17/04/2024 | 0.94% | 105.20 % | 106.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,561 AUD | 532,561 AUD | 99.36% | 99.36% |
16/04/2024 | 0.95% | 105.10 % | 106.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,489 AUD | 531,489 AUD | 99.47% | 99.47% |
15/04/2024 | 0.74% | 106.60 % | 107.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,102 AUD | 539,102 AUD | 99.83% | 99.83% |
12/04/2024 | 0.74% | 106.40 % | 107.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,008 AUD | 540,008 AUD | 99.41% | 99.41% |
11/04/2024 | 0.74% | 106.80 % | 107.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,164 AUD | 539,164 AUD | 99.26% | 99.26% |
10/04/2024 | 0.93% | 107.10 % | 108.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,856 AUD | 541,856 AUD | 100.00% | 100.00% |