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 | 180.95% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 5'000 | 95.41% | 95.41% |
19.03.2020 | 152.95% | 0.00 | 0.02 | 175'000 | 50'000 | 94'456 | 36'440 | 240 | 827 | 97.39% | 97.39% |
18.03.2020 | 19.68% | 0.05 | 0.07 | 1'000'000 | 250'000 | 553'543 | 362'539 | 50'409 | 46'740 | 98.75% | 98.75% |
17.03.2020 | 11.83% | 0.10 | 0.12 | 375'000 | 375'000 | 321'662 | 321'662 | 51'597 | 58'030 | 96.90% | 96.90% |
13.03.2020 | 13.85% | 0.22 | 0.24 | 250'000 | 250'000 | 385'879 | 338'857 | 51'726 | 54'792 | 96.56% | 96.56% |
12.03.2020 | 6.79% | 0.36 | 0.38 | 150'000 | 150'000 | 187'938 | 187'954 | 53'573 | 57'336 | 90.07% | 90.07% |
11.03.2020 | 14.17% | 0.10 | 0.12 | 475'000 | 475'000 | 398'312 | 398'312 | 52'260 | 60'226 | 99.36% | 99.36% |
10.03.2020 | 25.33% | 0.10 | 0.12 | 475'000 | 475'000 | 739'658 | 410'752 | 50'816 | 37'839 | 91.52% | 91.52% |
09.03.2020 | 9.49% | 0.15 | 0.17 | 300'000 | 300'000 | 259'475 | 258'755 | 52'270 | 57'239 | 90.92% | 90.92% |