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 | 68.51% | 68.51% |
19.03.2020 | 66.34% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 7'593 | 5'031 | 100.00% | 100.00% |
18.03.2020 | 65.87% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'725 | 5'075 | 97.92% | 97.92% |
17.03.2020 | 34.91% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 18'353 | 8'618 | 97.92% | 97.92% |
13.03.2020 | 10.05% | 0.06 | 0.07 | 750'000 | 250'000 | 710'663 | 236'888 | 74'756 | 27'287 | 99.94% | 99.94% |
12.03.2020 | 18.83% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 36'981 | 14'827 | 88.60% | 88.60% |
11.03.2020 | 7.91% | 0.10 | 0.11 | 750'000 | 250'000 | 707'202 | 235'734 | 86'726 | 31'266 | 99.69% | 99.69% |
10.03.2020 | 6.65% | 0.09 | 0.10 | 750'000 | 250'000 | 626'645 | 192'331 | 92'602 | 30'208 | 90.95% | 90.95% |
09.03.2020 | 8.44% | 0.15 | 0.16 | 750'000 | 100'000 | 745'222 | 100'000 | 98'536 | 14'395 | 79.26% | 79.26% |