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 | 99.89% | 99.89% |
19.03.2020 | 64.13% | 0.01 | 0.01 | 750'000 | 250'000 | 749'392 | 249'797 | 8'310 | 5'268 | 49.12% | 98.63% |
18.03.2020 | 31.80% | 0.04 | 0.05 | 750'000 | 250'000 | 749'366 | 249'789 | 21'517 | 9'670 | 98.47% | 98.47% |
17.03.2020 | 12.00% | 0.12 | 0.13 | 450'000 | 150'000 | 687'360 | 229'120 | 55'112 | 20'662 | 88.03% | 88.03% |
13.03.2020 | 28.99% | 0.03 | 0.04 | 750'000 | 250'000 | 739'089 | 246'363 | 24'525 | 10'639 | 98.92% | 98.92% |
12.03.2020 | 19.52% | 0.03 | 0.04 | 750'000 | 250'000 | 713'332 | 237'777 | 36'613 | 14'582 | 90.16% | 90.16% |
11.03.2020 | 6.16% | 0.15 | 0.16 | 450'000 | 150'000 | 450'000 | 150'000 | 71'559 | 25'353 | 99.89% | 99.89% |
10.03.2020 | 6.08% | 0.15 | 0.16 | 450'000 | 150'000 | 389'987 | 129'996 | 62'166 | 22'022 | 93.16% | 93.16% |
09.03.2020 | 5.68% | 0.16 | 0.17 | 450'000 | 150'000 | 358'696 | 119'565 | 61'113 | 21'567 | 81.38% | 81.38% |