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 | 11.77% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 119,936 CHF | 134,936 CHF | 99.44% | 99.44% |
| 19/11/2024 | 11.37% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 124,734 CHF | 139,734 CHF | 100.00% | 100.00% |
| 18/11/2024 | 11.76% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,000 CHF | 135,000 CHF | 98.77% | 98.77% |
| 15/11/2024 | 11.35% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 125,022 CHF | 140,022 CHF | 98.67% | 98.67% |
| 14/11/2024 | 11.88% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 118,994 CHF | 133,994 CHF | 100.00% | 100.00% |
| 13/11/2024 | 10.13% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 140,998 CHF | 155,998 CHF | 100.00% | 100.00% |
| 12/11/2024 | 10.27% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 138,771 CHF | 153,771 CHF | 99.80% | 99.80% |
| 11/11/2024 | 9.23% | 0.05 CHF | 0.06 CHF | 3,000,000 | 2,860,000 | 3,000,000 | 2,946,030 | 155,259 CHF | 167,291 CHF | 99.73% | 99.73% |
| 08/11/2024 | 7.43% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 194,485 CHF | 209,485 CHF | 99.15% | 99.15% |
| 07/11/2024 | 7.25% | 0.07 CHF | 0.08 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 199,681 CHF | 214,681 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)