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 | - | 0.07 | - | 500'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 81.11% |
19.03.2020 | 5.22% | 0.47 | 0.50 | 110'000 | 50'000 | 120'316 | 50'000 | 52'253 | 23'831 | 23.13% | 56.92% |
18.03.2020 | 3.60% | 0.82 | 0.85 | 70'000 | 50'000 | 73'522 | 50'000 | 53'609 | 38'282 | 29.88% | 29.88% |
17.03.2020 | 9.20% | 0.41 | 0.47 | 130'000 | 50'000 | 86'138 | 50'000 | 53'725 | 35'286 | 19.50% | 19.50% |
13.03.2020 | 7.69% | 0.76 | 0.78 | 70'000 | 50'000 | 89'379 | 24'641 | 52'555 | 16'824 | 60.11% | 60.11% |
12.03.2020 | 9.59% | 0.73 | 0.75 | 70'000 | 50'000 | 102'679 | 19'887 | 52'767 | 12'362 | 74.61% | 74.62% |
11.03.2020 | 38.13% | 0.21 | 0.25 | 240'000 | 50'000 | 258'662 | 24'915 | 50'663 | 6'998 | 100.00% | 100.00% |
10.03.2020 | 51.56% | 0.25 | 0.30 | 200'000 | 100'000 | 310'431 | 42'062 | 50'819 | 12'192 | 92.14% | 92.14% |
09.03.2020 | 36.86% | 0.19 | 0.29 | 270'000 | 25'000 | 230'249 | 25'000 | 50'825 | 8'132 | 13.15% | 45.42% |