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 | 94.03% | 94.03% |
18.03.2020 | 100.00% | 0.01 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 7'500 | 98.51% | 98.51% |
17.03.2020 | 97.55% | 0.01 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 7'316 | 99.39% | 99.39% |
13.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'000 | 10'000 | 96.60% | 96.60% |
12.03.2020 | 66.43% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'088 | 10'044 | 91.54% | 91.54% |
11.03.2020 | 39.76% | 0.02 | 0.03 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'273 | 15'136 | 96.58% | 96.58% |
10.03.2020 | 39.01% | 0.03 | 0.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 20'863 | 15'432 | 93.50% | 93.50% |
09.03.2020 | 16.36% | 0.03 | 0.04 | 1'000'000 | 500'000 | 999'837 | 481'980 | 58'535 | 32'748 | 81.52% | 81.52% |