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 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 89.46% |
19.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 99.59% |
18.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 90.96% |
17.03.2020 | - | 0.01 | 0.01 | 750'000 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 93.67% |
13.03.2020 | 66.67% | 0.01 | 0.01 | 750'000 | 250'000 | 750'000 | 250'000 | 7'500 | 5'000 | 1.34% | 93.08% |
12.03.2020 | - | - | 0.01 | 0 | 250'000 | 0 | 0 | 0 | 0 | 0.00% | 84.12% |
11.03.2020 | 37.87% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 17'794 | 8'431 | 99.88% | 99.88% |
10.03.2020 | 19.46% | 0.04 | 0.05 | 750'000 | 250'000 | 750'000 | 250'000 | 35'444 | 14'315 | 84.64% | 84.64% |
09.03.2020 | 43.28% | 0.01 | 0.02 | 750'000 | 250'000 | 750'000 | 250'000 | 16'483 | 7'994 | 74.03% | 74.03% |