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 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2020 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.74% |
18.03.2020 | - | - | 0.02 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
17.03.2020 | - | - | 0.03 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
13.03.2020 | - | - | 0.03 | 0 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 99.88% |
12.03.2020 | - | 0.01 | 0.03 | 300'000 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 83.90% |
11.03.2020 | 120.00% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 1'500 | 6'000 | 13.83% | 99.27% |
10.03.2020 | 119.84% | 0.01 | 0.02 | 300'000 | 300'000 | 300'000 | 300'000 | 1'505 | 6'000 | 98.69% | 98.69% |
09.03.2020 | 81.86% | 0.03 | 0.04 | 300'000 | 300'000 | 266'550 | 266'550 | 4'063 | 8'916 | 98.52% | 98.52% |