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 | 18.18% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 25'000 | 7'500 | 100.00% | 100.00% |
19.03.2020 | 23.51% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 219'235 | 25'000 | 6'628 | 100.00% | 100.00% |
18.03.2020 | 57.14% | 0.03 | 0.05 | 1'000'000 | 25'000 | 1'000'000 | 25'000 | 25'000 | 1'125 | 100.00% | 100.00% |
17.03.2020 | 53.80% | 0.03 | 0.05 | 1'000'000 | 25'000 | 1'000'000 | 29'396 | 25'209 | 1'267 | 92.10% | 92.10% |
13.03.2020 | 44.32% | 0.03 | 0.05 | 1'000'000 | 25'000 | 999'984 | 179'196 | 35'671 | 10'186 | 98.60% | 98.60% |
12.03.2020 | 24.45% | 0.04 | 0.04 | 1'000'000 | 25'000 | 1'000'000 | 26'696 | 30'562 | 986 | 97.28% | 97.28% |
11.03.2020 | 11.40% | 0.04 | 0.05 | 1'000'000 | 250'000 | 1'000'000 | 268'395 | 41'662 | 12'658 | 100.00% | 100.00% |
10.03.2020 | 8.78% | 0.05 | 0.06 | 1'000'000 | 25'000 | 868'157 | 348'935 | 48'051 | 22'286 | 97.37% | 97.37% |
09.03.2020 | 30.02% | 0.07 | 0.08 | 500'000 | 25'000 | 500'000 | 13'152 | 35'504 | 1'212 | 22.50% | 22.50% |