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 | 95.38% | 95.38% |
19.03.2020 | 87.48% | 0.01 | 0.03 | 25'000 | 25'000 | 768'497 | 197'807 | 13'874 | 7'484 | 97.38% | 97.38% |
18.03.2020 | 7.41% | 0.16 | 0.18 | 325'000 | 325'000 | 201'475 | 201'474 | 52'765 | 56'794 | 98.65% | 98.65% |
17.03.2020 | 5.37% | 0.24 | 0.26 | 150'000 | 150'000 | 145'802 | 145'802 | 53'262 | 56'178 | 96.42% | 96.42% |
13.03.2020 | 6.40% | 0.44 | 0.46 | 125'000 | 125'000 | 177'653 | 177'653 | 53'987 | 57'540 | 97.24% | 97.24% |
12.03.2020 | 3.73% | 0.64 | 0.66 | 100'000 | 100'000 | 110'525 | 110'525 | 58'462 | 60'673 | 89.58% | 89.58% |
11.03.2020 | 7.45% | 0.28 | 0.30 | 200'000 | 200'000 | 205'571 | 205'571 | 53'170 | 57'282 | 85.58% | 85.58% |
10.03.2020 | 12.44% | 0.24 | 0.26 | 225'000 | 225'000 | 347'462 | 347'462 | 52'403 | 59'352 | 90.59% | 90.59% |
09.03.2020 | 5.50% | 0.28 | 0.30 | 175'000 | 175'000 | 152'986 | 152'986 | 54'203 | 57'262 | 90.89% | 90.89% |