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 | 0.51% | 1.96 CHF | 1.97 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,942,160 CHF | 1,952,160 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,981,860 CHF | 1,991,860 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,896,800 CHF | 1,906,800 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,952,550 CHF | 1,962,550 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,974,700 CHF | 1,984,700 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,002,360 CHF | 2,012,360 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,941,900 CHF | 1,951,900 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,907,090 CHF | 1,917,090 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,883,420 CHF | 1,893,420 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,809,830 CHF | 1,819,830 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)