If you are trying to measure how and when Americans worried about the Coronavirus, one proxy would be to look at social media posts.
The accompany chart leverages data from Bloomberg to show the percentage of tweets related to the U.S. that were focused on covid-19.
The ratio jumped in late February, hitting a peak of 30% in late March (just when the stock market bottomed). After that it began a steady decline.
It fell consistently until June 1. At that time 5% of the social media posts carried on Bloomberg about the U.S. focused on coronavirus. Since then it has doubled to more than 10%. Europe has not seen a comparable increase.