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 | 99.35% | 99.35% |
18.03.2020 | 66.66% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'503 | 5'001 | 98.52% | 98.52% |
17.03.2020 | 56.54% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 11'506 | 6'335 | 94.71% | 94.71% |
13.03.2020 | 66.15% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 7'645 | 5'048 | 95.06% | 95.06% |
12.03.2020 | 50.01% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 13'725 | 7'075 | 85.25% | 87.42% |
11.03.2020 | 18.30% | 0.04 | 0.05 | 1'000'000 | 400'000 | 927'981 | 327'981 | 46'657 | 19'622 | 93.58% | 93.58% |
10.03.2020 | 21.06% | 0.04 | 0.05 | 1'000'000 | 400'000 | 632'681 | 221'694 | 27'890 | 11'953 | 91.29% | 91.29% |
09.03.2020 | 7.40% | 0.12 | 0.13 | 600'000 | 200'000 | 266'333 | 88'778 | 33'933 | 12'199 | 78.89% | 78.89% |