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 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 97.69% | 97.69% |
18.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 97.57% | 97.57% |
17.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 98.13% | 98.13% |
13.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 96.09% | 96.09% |
12.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 91.76% | 91.76% |
11.03.2020 | 71.36% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 7'726 | 16'179 | 51.64% | 99.47% |
10.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 990'119 | 990'119 | 9'901 | 19'802 | 87.90% | 92.09% |
09.03.2020 | 34.26% | 0.02 | 0.03 | 1'000'000 | 1'000'000 | 1'000'000 | 893'994 | 19'835 | 24'605 | 91.18% | 91.18% |