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 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 100.00% | 100.00% |
19.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 999'936 | 222'592 | 1'000 | 3'339 | 98.31% | 98.31% |
18.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 25'000 | 1'000 | 375 | 95.74% | 95.74% |
17.03.2020 | 162.63% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 29'400 | 2'823 | 506 | 99.48% | 99.48% |
13.03.2020 | 86.16% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 176'567 | 14'794 | 5'868 | 98.60% | 98.60% |
12.03.2020 | 56.37% | 0.02 | 0.03 | 1'000'000 | 25'000 | 1'000'000 | 26'662 | 13'350 | 551 | 99.09% | 99.09% |
11.03.2020 | 28.57% | 0.02 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 244'999 | 15'000 | 4'900 | 100.00% | 100.00% |
10.03.2020 | 28.11% | 0.02 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 230'171 | 15'363 | 4'694 | 97.38% | 97.38% |
09.03.2020 | 80.35% | 0.02 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 21'885 | 10'049 | 409 | 97.85% | 97.85% |