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 | 24.46% | 0.02 | 0.03 | 750'000 | 250'000 | 744'437 | 248'146 | 29'986 | 12'477 | 99.12% | 99.12% |
18.03.2020 | 30.85% | 0.03 | 0.04 | 750'000 | 250'000 | 750'000 | 250'000 | 21'238 | 9'579 | 98.47% | 98.47% |
17.03.2020 | 16.87% | 0.02 | 0.03 | 750'000 | 250'000 | 750'000 | 250'000 | 58'573 | 22'024 | 93.22% | 93.22% |
13.03.2020 | 19.75% | 0.13 | 0.14 | 450'000 | 150'000 | 712'415 | 237'472 | 35'706 | 14'277 | 94.96% | 94.96% |
12.03.2020 | 20.16% | 0.08 | 0.09 | 750'000 | 250'000 | 746'107 | 248'702 | 35'629 | 14'363 | 87.40% | 87.40% |
11.03.2020 | 87.62% | 0.01 | 0.02 | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 6'920 | 16'040 | 93.35% | 93.57% |
10.03.2020 | 125.83% | 0.00 | 0.01 | 1'000'000 | 1'000'000 | 998'537 | 998'537 | 2'438 | 10'426 | 91.30% | 91.30% |
09.03.2020 | 61.57% | 0.01 | 0.01 | 1'000'000 | 1'000'000 | 1'000'000 | 732'398 | 10'892 | 12'972 | 79.01% | 79.01% |