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 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 99.16% | 99.16% |
19.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 99.01% | 99.01% |
18.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 98.50% | 98.50% |
17.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 100.00% | 100.00% |
13.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 95.53% | 95.53% |
12.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 88.37% | 88.37% |
11.03.2020 | 108.47% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 5'969 | 15'074 | 91.68% | 91.91% |
10.03.2020 | 160.00% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 994'893 | 994'893 | 995 | 8'954 | 93.50% | 93.50% |
09.03.2020 | 160.00% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000 | 9'000 | 76.00% | 76.00% |