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 | 8.02% | 0.26 | 0.28 | 450'000 | 150'000 | 454'602 | 151'534 | 111'927 | 40'340 | 95.44% | 95.44% |
19.03.2020 | 6.72% | 0.17 | 0.18 | 750'000 | 250'000 | 799'792 | 266'597 | 117'611 | 41'870 | 99.59% | 99.59% |
18.03.2020 | 46.47% | 0.02 | 0.03 | 900'000 | 300'000 | 900'000 | 300'000 | 16'847 | 8'616 | 41.93% | 90.59% |
17.03.2020 | 45.03% | 0.03 | 0.04 | 900'000 | 300'000 | 900'000 | 300'000 | 17'130 | 8'710 | 83.73% | 96.58% |
13.03.2020 | 36.29% | 0.01 | 0.02 | 900'000 | 300'000 | 900'000 | 300'000 | 23'233 | 10'745 | 93.66% | 93.66% |
12.03.2020 | 65.85% | 0.02 | 0.03 | 900'000 | 300'000 | 900'000 | 300'000 | 9'276 | 6'092 | 73.03% | 83.03% |
11.03.2020 | 28.89% | 0.03 | 0.04 | 900'000 | 300'000 | 900'000 | 300'000 | 27'243 | 12'081 | 99.83% | 99.83% |
10.03.2020 | 24.02% | 0.02 | 0.03 | 900'000 | 300'000 | 900'000 | 300'000 | 34'671 | 14'557 | 89.56% | 89.56% |
09.03.2020 | 21.06% | 0.04 | 0.05 | 900'000 | 300'000 | 900'000 | 300'000 | 39'707 | 16'236 | 73.19% | 73.19% |