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 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
19.03.2020 | 60.90% | 0.02 | 0.04 | 50'000 | 50'000 | 49'956 | 50'000 | 1'180 | 2'190 | 24.75% | 59.09% |
18.03.2020 | 25.61% | 0.07 | 0.09 | 500'000 | 50'000 | 498'849 | 50'000 | 34'772 | 4'492 | 31.02% | 31.02% |
17.03.2020 | 53.15% | 0.04 | 0.10 | 500'000 | 50'000 | 463'547 | 50'000 | 40'488 | 7'558 | 19.72% | 19.72% |
13.03.2020 | 34.41% | 0.17 | 0.19 | 300'000 | 50'000 | 444'612 | 27'024 | 47'396 | 4'251 | 70.15% | 70.40% |
12.03.2020 | 55.80% | 0.15 | 0.17 | 340'000 | 50'000 | 469'915 | 22'992 | 32'802 | 3'065 | 81.65% | 82.70% |
11.03.2020 | 112.42% | 0.04 | 0.08 | 50'000 | 50'000 | 29'027 | 29'027 | 1'062 | 2'814 | 78.39% | 100.00% |
10.03.2020 | 85.82% | 0.04 | 0.09 | 100'000 | 100'000 | 112'064 | 100'000 | 4'003 | 8'399 | 32.82% | 92.12% |
09.03.2020 | 117.14% | 0.03 | 0.13 | 25'000 | 25'000 | 28'988 | 25'000 | 1'095 | 3'396 | 13.16% | 45.42% |