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 | 79.52% | 79.52% |
19.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 75.44% | 75.44% |
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 | 70.18% | 70.18% |
13.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 88.73% | 88.73% |
12.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 80.61% | 80.61% |
11.03.2020 | 93.22% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'791 | 15'984 | 99.22% | 99.53% |
10.03.2020 | 113.63% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 978'466 | 978'466 | 3'601 | 11'428 | 91.42% | 91.42% |
09.03.2020 | 100.74% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'047 | 12'047 | 82.23% | 82.23% |