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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,609,500 CHF | 1,619,500 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,652,490 CHF | 1,662,490 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,564,320 CHF | 1,574,320 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,621,750 CHF | 1,631,750 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,644,310 CHF | 1,654,310 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,672,860 CHF | 1,682,860 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,612,400 CHF | 1,622,400 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,575,390 CHF | 1,585,390 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,552,910 CHF | 1,562,910 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,479,050 CHF | 1,489,050 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)