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 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 98.53% |
19.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.67% |
18.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 96.65% |
17.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 96.21% |
13.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 95.18% |
12.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 83.97% |
11.03.2020 | - | - | 0.01 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 99.86% |
10.03.2020 | - | - | 0.01 | 0 | 750'000 | 0 | 0 | 0 | 0 | 0.00% | 89.17% |
09.03.2020 | 66.67% | 0.01 | 0.01 | 1'000'000 | 750'000 | 997'186 | 750'000 | 9'972 | 15'000 | 8.24% | 62.45% |