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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 9.62% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 148,488 CHF | 163,488 CHF | 100.00% | 100.00% |
| 22/11/2024 | 9.27% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 154,653 CHF | 169,653 CHF | 100.00% | 100.00% |
| 20/11/2024 | 9.47% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 151,026 CHF | 166,026 CHF | 100.00% | 100.00% |
| 19/11/2024 | 8.85% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 162,220 CHF | 177,220 CHF | 100.00% | 100.00% |
| 18/11/2024 | 9.52% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 150,000 CHF | 165,000 CHF | 98.93% | 98.93% |
| 15/11/2024 | 9.86% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 145,002 CHF | 160,002 CHF | 100.00% | 100.00% |
| 14/11/2024 | 9.81% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 145,676 CHF | 160,676 CHF | 100.00% | 100.00% |
| 13/11/2024 | 9.09% | 0.06 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 157,768 CHF | 172,768 CHF | 99.46% | 99.46% |
| 12/11/2024 | 10.31% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 138,234 CHF | 153,234 CHF | 100.00% | 100.00% |
| 11/11/2024 | 11.05% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,999,390 | 2,999,390 | 128,625 CHF | 143,625 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)