Login
market maker quality
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 978,946 CHF | 988,946 CHF | 99.46% | 99.46% |
| 19/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 959,464 CHF | 969,464 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 977,710 CHF | 987,710 CHF | 99.29% | 99.29% |
| 15/11/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 975,868 CHF | 985,868 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,001,300 CHF | 1,011,300 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 926,621 CHF | 936,621 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 920,674 CHF | 930,674 CHF | 99.80% | 99.80% |
| 11/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 880,649 CHF | 890,649 CHF | 99.77% | 99.77% |
| 08/11/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 782,508 CHF | 792,508 CHF | 99.16% | 99.16% |
| 07/11/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 779,184 CHF | 789,184 CHF | 99.96% | 99.96% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)