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 | 1.60% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 622,041 CHF | 632,041 CHF | 99.47% | 99.47% |
| 19/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 604,366 CHF | 614,366 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 621,768 CHF | 631,768 CHF | 99.30% | 99.30% |
| 15/11/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 617,971 CHF | 627,971 CHF | 98.67% | 98.67% |
| 14/11/2024 | 1.54% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 642,916 CHF | 652,916 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.74% | 0.61 CHF | 0.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 569,972 CHF | 579,972 CHF | 99.08% | 99.08% |
| 12/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 565,836 CHF | 575,836 CHF | 99.82% | 99.82% |
| 11/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 527,885 CHF | 537,885 CHF | 99.78% | 99.78% |
| 08/11/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 431,770 CHF | 441,770 CHF | 99.11% | 99.11% |
| 07/11/2024 | 2.32% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 426,322 CHF | 436,322 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)