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 | 99.89% | 99.89% |
19.03.2020 | 24.72% | 0.02 | 0.03 | 750'000 | 250'000 | 659'867 | 219'956 | 28'119 | 11'573 | 96.07% | 97.92% |
18.03.2020 | 7.75% | 0.07 | 0.08 | 600'000 | 200'000 | 456'487 | 152'162 | 58'421 | 20'995 | 97.68% | 97.68% |
17.03.2020 | 7.36% | 0.05 | 0.06 | 750'000 | 250'000 | 520'270 | 173'423 | 73'223 | 26'142 | 88.89% | 88.89% |
13.03.2020 | 6.70% | 0.26 | 0.27 | 300'000 | 100'000 | 458'980 | 152'993 | 68'789 | 24'460 | 97.59% | 97.59% |
12.03.2020 | 5.92% | 0.23 | 0.24 | 300'000 | 100'000 | 430'770 | 143'590 | 71'773 | 25'360 | 93.00% | 93.00% |
11.03.2020 | 10.98% | 0.07 | 0.08 | 900'000 | 300'000 | 734'944 | 244'981 | 63'397 | 23'582 | 99.95% | 99.95% |
10.03.2020 | 15.01% | 0.13 | 0.14 | 600'000 | 200'000 | 885'480 | 323'530 | 56'347 | 23'492 | 93.39% | 93.39% |
09.03.2020 | 10.38% | 0.06 | 0.07 | 900'000 | 300'000 | 686'599 | 228'866 | 63'644 | 23'503 | 78.17% | 78.17% |