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 | - | - |
19.03.2020 | 175.00% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 1'000 | 3'750 | 99.18% | 99.18% |
18.03.2020 | 174.72% | 0.00 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 103'843 | 1'027 | 1'558 | 99.72% | 99.72% |
17.03.2020 | 25.32% | 0.02 | 0.03 | 1'000'000 | 50'000 | 1'000'000 | 72'160 | 18'040 | 1'874 | 98.40% | 98.40% |
13.03.2020 | 36.81% | 0.02 | 0.03 | 1'000'000 | 50'000 | 999'967 | 182'638 | 24'540 | 6'866 | 97.43% | 97.43% |
12.03.2020 | 48.30% | 0.02 | 0.03 | 1'000'000 | 25'000 | 1'000'000 | 48'389 | 19'682 | 1'477 | 98.91% | 98.91% |
11.03.2020 | 14.70% | 0.03 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 32'128 | 9'282 | 100.00% | 100.00% |
10.03.2020 | 11.13% | 0.04 | 0.05 | 1'000'000 | 250'000 | 998'410 | 293'732 | 42'885 | 14'278 | 97.13% | 97.13% |
09.03.2020 | 8.80% | 0.04 | 0.05 | 925'000 | 475'000 | 830'988 | 288'312 | 46'021 | 16'740 | 98.93% | 98.93% |
06.03.2020 | 7.84% | 0.08 | 0.09 | 475'000 | 475'000 | 509'975 | 469'313 | 51'020 | 51'227 | 93.35% | 93.35% |