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 | 0.95% | 1.08 CHF | 1.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,048,060 CHF | 1,058,060 CHF | 99.47% | 99.47% |
| 19/11/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,029,170 CHF | 1,039,170 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,046,780 CHF | 1,056,780 CHF | 99.30% | 99.30% |
| 15/11/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,045,350 CHF | 1,055,350 CHF | 98.67% | 98.67% |
| 14/11/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,070,700 CHF | 1,080,700 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 1.03 CHF | 1.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 995,260 CHF | 1,005,260 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 989,565 CHF | 999,565 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 949,573 CHF | 959,573 CHF | 99.78% | 99.78% |
| 08/11/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 851,368 CHF | 861,368 CHF | 99.11% | 99.11% |
| 07/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 847,216 CHF | 857,216 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)