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 | 41.59% | 0.04 | 0.06 | 1'000'000 | 250'000 | 908'686 | 331'870 | 41'149 | 22'883 | 93.25% | 93.25% |
19.03.2020 | 36.61% | 0.06 | 0.08 | 850'000 | 425'000 | 888'017 | 323'184 | 42'437 | 24'533 | 97.30% | 97.30% |
18.03.2020 | 180.95% | 0.00 | 0.02 | 50'000 | 25'000 | 378'398 | 103'410 | 378 | 2'068 | 98.99% | 98.99% |
17.03.2020 | 180.95% | 0.00 | 0.02 | 75'000 | 25'000 | 89'963 | 30'612 | 90 | 612 | 97.31% | 97.31% |
13.03.2020 | 180.95% | 0.00 | 0.02 | 200'000 | 50'000 | 206'711 | 61'448 | 207 | 1'229 | 98.01% | 98.01% |
12.03.2020 | 180.95% | 0.00 | 0.02 | 125'000 | 50'000 | 167'406 | 50'696 | 167 | 1'014 | 90.35% | 90.35% |
11.03.2020 | 180.95% | 0.00 | 0.02 | 50'000 | 25'000 | 88'517 | 37'417 | 89 | 748 | 99.52% | 99.52% |
10.03.2020 | 180.95% | 0.00 | 0.02 | 300'000 | 75'000 | 90'259 | 31'899 | 90 | 638 | 97.71% | 97.71% |
09.03.2020 | 149.54% | 0.00 | 0.02 | 50'000 | 25'000 | 325'883 | 92'643 | 5'030 | 3'105 | 93.78% | 93.78% |