This is simply the daily percentual difference between the 1st month and 2nd month VIX futures. Done with the data from october 2008 until August 15th 2011. As you can see the great recession had an incredible amount of backwardation up to 50%, the European 2010 sovereign crisis had barely any and the current market correction has reached 20%.
A more recent and complete graph with the full data since futures were available is here.
More recent vxx data and the futures needed to calculate it since those futures were available in 2004 can be downloaded here.
As a note of interest: during the great recession there were more than 60 backwardation days in a row.
During the 2010 European sovereing crisis there were 14 backwardation and 10 contango days between the 6th of May until June 9th. Their magnitude was quite smaller than the ones of the current correction but the 1st and 2nd futures values were then quite higher and similar so backwardation was not so big.
During the current correction we have until today 11 backwardation days in a row, since the 1st August until now included, with relatively small 2nd month futures values compared to the 1st month, therefore the backwardation is much bigger than in the 2010 Eurpean debt crisis.