Search: bid
RBA Glossary definition for bid
bid – The price offered to purchase securities in the primary market. In relation to a tender, a bid also includes the volume willing to be bought at the price offered.
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Liquidity in the Interdealer Foreign Exchange Market
10 Dec 2008
Bulletin
– December 2008
These are: the number of trades; the ‘best bid-ask spread’; and the ‘price impact’ of each trade. ... However, since August 2007, the average best bid-ask spread has widened to be back around 2005 levels.
https://www.rba.gov.au/publications/bulletin/2008/dec/1.html
Box A: Recent Changes to US Federal Reserve Instruments
10 May 2008
SMP
– May 2008
However, the bid-rates for the last four TAF auctions have risen above official rates. ... The bid-rate also rose above the corresponding LIBOR for the first time in early April.
https://www.rba.gov.au/publications/smp/2008/may/box-a.html
Box D: Bank Bill Swap Benchmark Rates
10 Nov 2013
SMP
– November 2013
For each maturity, averages of the best bids and the best offers sourced from these venues are used to produce the benchmark rates. ... As well as a minimum parcel size, the conventions stipulate maximum bid-offer spreads that prime banks may quote
https://www.rba.gov.au/publications/smp/2013/nov/box-d.html
FSR March 2007 List of tables
10 Mar 2007
FSR
– March 2007
j). –. 12.0. Market liquidity. 35. Average bid-ask spread in the securities market (percentage of mid-point price). –.
https://www.rba.gov.au/publications/fsr/2007/mar/tables.html
Liquidity in the Australian Treasury Bond Futures Market
10 Jun 2012
Bulletin
– June 2012
order-based measures, which use order books to assess bid-ask spreads and market depth. ... Hence, the bid-ask spread in this example is 0.5 basis points (96.155 – 96.150).
https://www.rba.gov.au/publications/bulletin/2012/jun/6.html
Box C: Reserve Bank Open Market Operations
10 Nov 2007
SMP
– November 2007
cash, their bids were larger and they were willing to pay more for that cash. ... Because demand was substantially greater, the bids at which the Bank conducted repos were higher than they had been, despite the larger injections of liquidity.
https://www.rba.gov.au/publications/smp/2007/nov/box-c.html
Recent Conditions in the Australian Foreign Exchange Market
10 Mar 2009
Bulletin
– March 2009
In Australia, the three most recent auctions have all been undersubscribed, with one of the auctions receiving no bids. ... The widening in the bid-ask spreads indicates liquidity deteriorated sharply across all these currency pairs in October (Graph 12)
https://www.rba.gov.au/publications/bulletin/2009/mar/2.html
The Australian Credit Default Swap Market
10 Dec 2011
Bulletin
– December 2011
Indicative bid-offer spreads quoted by dealers in both the CDS and bond markets are shown in Graph 5. ... Subsequently, however, there have been periods of significant pricing discrepancies, which seem larger than can be reasonably explained by liquidity
https://www.rba.gov.au/publications/bulletin/2011/dec/6.html
Box E: Financial Soundness Indicators
10 Mar 2005
FSR
– March 2005
35. Average bid-ask spread in the securities market. 36. Average daily turnover ratio in the securities market.
https://www.rba.gov.au/publications/fsr/2005/mar/box-e.html
The Reserve Bank's Open Market Operations
10 Jun 2003
Bulletin
– June 2003
Graph 6. Graph 7. Market participants have from 9:30 am until 10:00 am to submit their bids/offers. ... Bids/offers for any given term are accepted in order of their competitiveness, and limits on individual counterparties are not applied.
https://www.rba.gov.au/publications/bulletin/2003/jun/1.html