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 | 100.00% | 0.01 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 7'500 | 99.97% | 99.97% |
19.03.2020 | 100.00% | 0.01 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 7'500 | 99.54% | 99.54% |
18.03.2020 | 100.00% | 0.01 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 7'500 | 96.65% | 96.65% |
17.03.2020 | 97.57% | 0.01 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 7'317 | 99.96% | 99.96% |
13.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 100.00% | 100.00% |
12.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 93.96% | 93.96% |
11.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 98.16% | 98.16% |
10.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 92.91% | 92.91% |
09.03.2020 | 38.70% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 22'134 | 16'067 | 81.65% | 81.65% |