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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 19/12/2024 | 3.43% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 430,344 CHF | 445,344 CHF | 100.00% | 100.00% |
| 18/12/2024 | 2.58% | 0.20 CHF | 0.20 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 574,018 CHF | 589,018 CHF | 99.64% | 99.64% |
| 17/12/2024 | 2.57% | 0.19 CHF | 0.20 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 576,183 CHF | 591,183 CHF | 100.00% | 100.00% |
| 16/12/2024 | 2.39% | 0.21 CHF | 0.21 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 620,592 CHF | 635,592 CHF | 98.88% | 98.88% |
| 13/12/2024 | 2.32% | 0.21 CHF | 0.22 CHF | 3,000,000 | 3,000,000 | 2,998,250 | 2,998,250 | 639,292 CHF | 654,292 CHF | 98.52% | 98.52% |
| 12/12/2024 | 2.28% | 0.22 CHF | 0.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 651,901 CHF | 666,901 CHF | 100.00% | 100.00% |
| 11/12/2024 | 2.20% | 0.23 CHF | 0.23 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 674,279 CHF | 689,279 CHF | 100.00% | 100.00% |
| 10/12/2024 | 2.15% | 0.24 CHF | 0.24 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 690,572 CHF | 705,572 CHF | 100.00% | 100.00% |
| 09/12/2024 | 2.02% | 0.24 CHF | 0.25 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 735,754 CHF | 750,754 CHF | 100.00% | 100.00% |
| 06/12/2024 | 1.98% | 0.25 CHF | 0.26 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 758,796 CHF | 773,990 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)