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 | 22.22% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 | 6'250 | 93.26% | 93.26% |
19.03.2020 | 22.21% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 232'049 | 20'059 | 5'803 | 88.82% | 88.82% |
18.03.2020 | 66.67% | 0.02 | 0.04 | 1'000'000 | 25'000 | 1'000'000 | 25'000 | 20'000 | 1'000 | 97.80% | 97.80% |
17.03.2020 | 64.04% | 0.02 | 0.04 | 1'000'000 | 25'000 | 1'000'000 | 28'886 | 20'000 | 1'106 | 92.81% | 92.81% |
13.03.2020 | 60.98% | 0.02 | 0.04 | 1'000'000 | 25'000 | 1'000'000 | 174'766 | 22'986 | 7'635 | 96.78% | 96.78% |
12.03.2020 | 28.69% | 0.03 | 0.03 | 1'000'000 | 25'000 | 1'000'000 | 28'947 | 21'220 | 780 | 78.71% | 78.71% |
11.03.2020 | 65.58% | 0.02 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 249'849 | 20'569 | 10'135 | 100.00% | 100.00% |
10.03.2020 | 34.93% | 0.03 | 0.05 | 1'000'000 | 25'000 | 1'000'000 | 230'363 | 26'706 | 8'750 | 96.63% | 96.63% |
09.03.2020 | 29.95% | 0.03 | 0.04 | 1'000'000 | 25'000 | 1'000'000 | 22'085 | 24'064 | 688 | 97.62% | 97.62% |