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 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
19.03.2020 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 96.97% |
18.03.2020 | - | - | 0.02 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 98.32% |
17.03.2020 | 133.33% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 2'500 | 7.57% | 95.70% |
13.03.2020 | 133.33% | 0.01 | 0.03 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 2'500 | 1.78% | 83.85% |
12.03.2020 | - | - | 0.03 | 0 | 100'000 | 0 | 0 | 0 | 0 | 0.00% | 92.21% |
11.03.2020 | 120.00% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 500 | 2'000 | 86.58% | 96.81% |
10.03.2020 | 87.22% | 0.01 | 0.02 | 100'000 | 100'000 | 100'000 | 100'000 | 922 | 2'167 | 89.07% | 93.34% |
09.03.2020 | 115.61% | 0.01 | 0.02 | 100'000 | 100'000 | 99'337 | 99'337 | 690 | 2'496 | 46.92% | 77.00% |