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 | 300'000 | 0 | 0 | 0 | 0 | 0.00% | 94.62% |
19.03.2020 | 18.92% | 0.02 | 0.03 | 300'000 | 300'000 | 300'000 | 300'000 | 15'820 | 18'820 | 80.60% | 80.60% |
18.03.2020 | 11.55% | 0.12 | 0.13 | 300'000 | 300'000 | 300'000 | 299'994 | 32'631 | 36'385 | 71.79% | 71.79% |
17.03.2020 | 17.10% | 0.07 | 0.09 | 300'000 | 300'000 | 300'000 | 213'193 | 32'797 | 27'146 | 99.95% | 99.95% |
13.03.2020 | 30.82% | 0.13 | 0.17 | 250'000 | 125'000 | 211'604 | 105'765 | 23'797 | 16'235 | 74.85% | 74.85% |
12.03.2020 | 27.29% | 0.22 | 0.27 | 300'000 | 150'000 | 295'198 | 146'668 | 48'334 | 31'289 | 60.12% | 86.37% |
11.03.2020 | 10.71% | 0.09 | 0.10 | 150'000 | 150'000 | 150'000 | 150'000 | 13'287 | 14'787 | 98.39% | 98.39% |
10.03.2020 | 11.87% | 0.11 | 0.12 | 150'000 | 150'000 | 217'576 | 150'000 | 17'306 | 13'563 | 97.57% | 97.57% |
09.03.2020 | 14.70% | 0.12 | 0.13 | 300'000 | 30'000 | 267'941 | 26'794 | 32'470 | 3'728 | 93.56% | 93.56% |