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 | 79.49% | 79.49% |
19.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 75.50% | 75.50% |
18.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 81.51% | 81.51% |
17.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 70.19% | 70.19% |
13.03.2020 | 65.40% | 0.01 | 0.02 | 750'000 | 250'000 | 749'992 | 250'000 | 7'856 | 5'119 | 88.71% | 88.71% |
12.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 70.70% | 80.61% |
11.03.2020 | 32.08% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 718'378 | 26'947 | 26'434 | 99.53% | 99.53% |
10.03.2020 | 21.97% | 0.02 | 0.03 | 1'000'000 | 750'000 | 978'076 | 483'543 | 43'654 | 24'923 | 91.41% | 91.41% |
09.03.2020 | 24.35% | 0.02 | 0.03 | 1'000'000 | 750'000 | 1'000'000 | 527'175 | 37'064 | 24'275 | 82.22% | 82.22% |