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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.03.2020 | 1.14% | 0.85 | 0.86 | 50'000 | 50'000 | 50'000 | 50'000 | 43'463 | 43'963 | 97.87% | 97.87% |
19.03.2020 | 1.00% | 1.04 | 1.05 | 60'000 | 60'000 | 60'000 | 60'000 | 59'753 | 60'353 | 93.58% | 93.58% |
18.03.2020 | 1.81% | 0.93 | 0.94 | 60'000 | 60'000 | 60'000 | 60'000 | 47'149 | 47'980 | 84.35% | 84.35% |
17.03.2020 | 4.00% | 0.63 | 0.66 | 60'000 | 60'000 | 60'000 | 60'000 | 44'651 | 46'451 | 76.37% | 76.37% |
13.03.2020 | 19.62% | 0.27 | 0.30 | 80'000 | 80'000 | 70'525 | 70'525 | 8'481 | 9'961 | 91.14% | 91.20% |
12.03.2020 | 59.78% | 0.16 | 0.18 | 100'000 | 100'000 | 100'000 | 100'000 | 6'922 | 9'468 | 55.09% | 91.92% |
11.03.2020 | - | - | 0.04 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.76% |
10.03.2020 | - | - | 0.04 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 99.28% |
09.03.2020 | 157.54% | 0.01 | 0.04 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 4'211 | 20.38% | 99.42% |