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 | 0.83% | 95.90 % | 96.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 481,351 CHF | 97,070 CHF | 98.58% | 98.58% |
| 19/11/2024 | 0.84% | 95.80 % | 96.60 % | 500,000 | 100,000 | 500,000 | 100,000 | 476,506 CHF | 96,101 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 485,433 CHF | 98,087 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 499,994 | 500,000 | 480,443 CHF | 485,449 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,250 CHF | 491,250 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,583 CHF | 490,583 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,227 CHF | 489,227 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,402 CHF | 493,402 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,248 CHF | 492,248 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,893 CHF | 492,893 CHF | 99.76% | 99.76% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)