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 | 100.00% | 100.00% |
19.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 99.75% | 99.75% |
18.03.2020 | 66.67% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 96.19% | 96.19% |
17.03.2020 | 41.46% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 15'136 | 7'545 | 99.84% | 99.84% |
13.03.2020 | 19.30% | 0.04 | 0.05 | 750'000 | 250'000 | 749'498 | 249'833 | 40'002 | 15'832 | 97.66% | 97.66% |
12.03.2020 | 43.00% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 15'029 | 7'509 | 90.71% | 90.71% |
11.03.2020 | 13.28% | 0.07 | 0.08 | 750'000 | 250'000 | 768'772 | 256'257 | 54'235 | 20'641 | 98.85% | 98.85% |
10.03.2020 | 7.78% | 0.08 | 0.09 | 750'000 | 250'000 | 526'116 | 175'372 | 66'302 | 23'854 | 94.15% | 94.15% |
09.03.2020 | 9.55% | 0.12 | 0.13 | 600'000 | 200'000 | 596'093 | 198'698 | 60'559 | 22'173 | 89.98% | 89.98% |