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 | 1.80% | 54.60 % | 55.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,947 CHF | 55,947 CHF | 98.15% | 98.15% |
| 19/11/2024 | 1.83% | 54.60 % | 55.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,123 CHF | 55,123 CHF | 93.72% | 93.72% |
| 18/11/2024 | 1.78% | 56.40 % | 57.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,722 CHF | 56,722 CHF | 71.27% | 71.27% |
| 15/11/2024 | 1.72% | 57.35 % | 58.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,677 CHF | 58,677 CHF | 87.98% | 87.98% |
| 14/11/2024 | 1.72% | 58.45 % | 59.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,584 CHF | 58,584 CHF | 56.80% | 56.80% |
| 13/11/2024 | 1.52% | 63.95 % | 64.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 65,134 CHF | 66,134 CHF | 75.46% | 75.46% |
| 12/11/2024 | 1.50% | 65.40 % | 66.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,151 CHF | 67,152 CHF | 49.60% | 49.60% |
| 11/11/2024 | 1.45% | 68.15 % | 69.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,407 CHF | 69,407 CHF | 61.60% | 61.60% |
| 08/11/2024 | 1.47% | 68.15 % | 69.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 67,758 CHF | 68,758 CHF | 86.01% | 86.01% |
| 07/11/2024 | 1.38% | 72.00 % | 73.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,169 CHF | 73,169 CHF | 99.16% | 99.16% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)