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 | 0.79% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,260,790 CHF | 1,270,790 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,310,050 CHF | 1,320,050 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,218,080 CHF | 1,228,080 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,276,030 CHF | 1,286,030 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,299,670 CHF | 1,309,670 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,329,260 CHF | 1,339,260 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,268,330 CHF | 1,278,330 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,231,390 CHF | 1,241,390 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,207,870 CHF | 1,217,870 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,133,680 CHF | 1,143,680 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)