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 | 17.16% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 80,453 CHF | 95,453 CHF | 100.00% | 100.00% |
| 19/11/2024 | 15.38% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,960 | 2,999,960 | 89,999 CHF | 104,999 CHF | 98.78% | 98.78% |
| 18/11/2024 | 17.54% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 78,441 CHF | 93,441 CHF | 100.00% | 100.00% |
| 15/11/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 2,994,000 | 3,000,000 | 2,994,950 | 3,000,000 | 74,874 CHF | 90,000 CHF | 100.00% | 100.00% |
| 14/11/2024 | 19.87% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 68,727 CHF | 83,727 CHF | 99.91% | 99.91% |
| 13/11/2024 | 16.34% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 84,897 CHF | 99,897 CHF | 100.00% | 100.00% |
| 12/11/2024 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 16.31% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 85,020 CHF | 100,020 CHF | 100.00% | 100.00% |
| 08/11/2024 | 15.09% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 92,156 CHF | 107,156 CHF | 100.00% | 100.00% |
| 07/11/2024 | 14.89% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,910 | 2,999,910 | 93,604 CHF | 108,604 CHF | 99.42% | 99.42% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)