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 | 997'876 | 250'000 | 998 | 3'750 | 100.00% | 100.00% |
19.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 219'386 | 1'000 | 3'291 | 100.00% | 100.00% |
18.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 25'000 | 1'000 | 375 | 100.00% | 100.00% |
17.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 29'374 | 1'000 | 441 | 99.50% | 99.50% |
13.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 25'000 | 785'523 | 176'607 | 786 | 2'649 | 98.67% | 98.67% |
12.03.2020 | 175.00% | 0.00 | 0.02 | 250'000 | 25'000 | 250'000 | 26'680 | 250 | 400 | 99.12% | 99.12% |
11.03.2020 | 175.00% | 0.00 | 0.02 | 250'000 | 250'000 | 944'315 | 249'702 | 944 | 3'746 | 97.85% | 97.85% |
10.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 25'000 | 984'303 | 229'855 | 984 | 3'448 | 94.83% | 94.83% |
09.03.2020 | 61.09% | 0.00 | 0.02 | 1'000'000 | 25'000 | 1'000'000 | 22'373 | 13'145 | 468 | 85.18% | 85.18% |