Daily %age change from the previous close is available on Commsec. I know that's not what you are after in it's entirety but a start maybe. It's going to get very complicated though as Chi-x (CBOE) would have to be included.
I did have a spreadsheet once that stripped the trading occuring in the wicks away from the open and close prices on individual bars but have since lost it after computer changes. It is possible though to get somewhere close to what you want but lots of data to search for.
STX Charts, page-1651
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Last
22.0¢ |
Change
-0.010(4.35%) |
Mkt cap ! $630.3M | |||
| Open | High | Low | Value | Volume |
| 22.5¢ | 23.0¢ | 22.0¢ | $801.3K | 3.559M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 19 | 2359336 | 22.0¢ |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| 22.5¢ | 1134730 | 5 |
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| Last trade - 16.10pm 12/11/2024 (20 minute delay) ? |
| STX (ASX) Chart |