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 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 68.51% | 68.51% |
19.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 100.00% | 100.00% |
18.03.2020 | 66.67% | 0.01 | 0.02 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 | 5'000 | 97.92% | 97.92% |
17.03.2020 | 52.16% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'606 | 6'401 | 97.85% | 97.85% |
13.03.2020 | 20.49% | 0.02 | 0.03 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 50'457 | 15'114 | 99.93% | 99.93% |
12.03.2020 | 21.61% | 0.03 | 0.04 | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 43'986 | 13'497 | 88.74% | 88.74% |
11.03.2020 | 10.33% | 0.10 | 0.11 | 1'000'000 | 400'000 | 1'000'000 | 427'928 | 92'870 | 43'692 | 100.00% | 100.00% |
10.03.2020 | 5.74% | 0.11 | 0.12 | 1'000'000 | 400'000 | 843'825 | 267'086 | 145'085 | 47'287 | 90.96% | 90.96% |
09.03.2020 | 9.01% | 0.17 | 0.18 | 900'000 | 100'000 | 945'952 | 100'000 | 138'201 | 16'049 | 71.16% | 71.16% |