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 | - | - | 0.11 | 0 | 200'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2020 | 76.83% | 0.01 | 0.11 | 200'000 | 200'000 | 200'000 | 200'000 | 2'112 | 5'478 | 71.89% | 71.89% |
18.03.2020 | 22.45% | 0.04 | 0.05 | 200'000 | 200'000 | 200'000 | 200'000 | 12'424 | 14'901 | 95.42% | 95.42% |
17.03.2020 | 47.33% | 0.17 | 0.19 | 200'000 | 200'000 | 200'000 | 200'000 | 9'080 | 13'080 | 85.04% | 85.04% |
13.03.2020 | 8.69% | 0.18 | 0.20 | 150'000 | 150'000 | 129'633 | 129'633 | 42'515 | 46'296 | 85.02% | 85.02% |
12.03.2020 | 5.96% | 0.35 | 0.38 | 110'000 | 110'000 | 102'856 | 102'856 | 58'778 | 61'983 | 41.58% | 41.58% |
11.03.2020 | 1.05% | 0.85 | 0.86 | 110'000 | 110'000 | 110'000 | 110'000 | 104'679 | 105'779 | 81.54% | 81.54% |
10.03.2020 | 1.05% | 0.90 | 0.91 | 110'000 | 110'000 | 110'000 | 110'000 | 104'289 | 105'389 | 68.78% | 68.78% |
09.03.2020 | 1.42% | 1.02 | 1.03 | 110'000 | 110'000 | 98'679 | 98'679 | 108'807 | 110'190 | 90.19% | 90.19% |