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 | 924'947 | 232'532 | 925 | 4'651 | 95.40% | 95.40% |
19.03.2020 | 33.88% | 0.03 | 0.05 | 1'000'000 | 250'000 | 818'005 | 328'787 | 43'607 | 26'230 | 97.34% | 97.34% |
18.03.2020 | 3.50% | 0.40 | 0.42 | 150'000 | 150'000 | 99'953 | 99'953 | 56'665 | 58'664 | 98.29% | 98.29% |
17.03.2020 | 2.91% | 0.50 | 0.52 | 100'000 | 100'000 | 83'521 | 83'521 | 56'988 | 58'658 | 95.78% | 95.78% |
13.03.2020 | 3.39% | 0.78 | 0.80 | 75'000 | 75'000 | 97'533 | 97'533 | 57'015 | 58'966 | 96.95% | 96.95% |
12.03.2020 | 2.28% | 1.02 | 1.04 | 50'000 | 50'000 | 70'112 | 70'112 | 60'941 | 62'343 | 89.46% | 89.46% |
11.03.2020 | 4.24% | 0.50 | 0.52 | 100'000 | 100'000 | 119'768 | 119'768 | 55'314 | 57'709 | 83.16% | 83.16% |
10.03.2020 | 6.50% | 0.42 | 0.44 | 125'000 | 125'000 | 179'237 | 179'237 | 53'423 | 57'008 | 90.45% | 90.45% |
09.03.2020 | 3.36% | 0.49 | 0.51 | 100'000 | 100'000 | 99'076 | 99'076 | 58'150 | 60'132 | 90.64% | 90.64% |