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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 255,171 CHF | 270,171 CHF | 100.00% | 100.00% |
| 20/11/2024 | 5.18% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 282,352 CHF | 297,352 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,999,960 | 2,999,960 | 284,996 CHF | 299,996 CHF | 98.78% | 98.78% |
| 18/11/2024 | 4.91% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 297,906 CHF | 312,906 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.65% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 315,000 CHF | 330,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 4.60% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 318,719 CHF | 333,719 CHF | 99.79% | 99.79% |
| 13/11/2024 | 5.06% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 288,919 CHF | 303,919 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.96% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 295,270 CHF | 310,270 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.31% | 0.10 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 274,976 CHF | 289,976 CHF | 100.00% | 100.00% |
| 08/11/2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 255,000 CHF | 270,000 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)