Here below you can see the vix futures contango backwardation graph with all the vxx data since vix futures were available.
This is simply the daily percentual difference between the 1st month and 2nd month VIX futures. 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 over 20%.
You can see how backwardation and contango affect the vxx price by comparing it with the vix / vxx graph also available here.
The graph was made using the historical data available for download here.