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 | 52.73% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 152,218 | 152,218 | 2,139 CHF | 3,661 CHF | 99.43% | 99.43% |
| 19/11/2024 | 85.41% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,289 CHF | 3,200 CHF | 100.00% | 100.00% |
| 18/11/2024 | 51.93% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 151,480 | 151,480 | 2,186 CHF | 3,701 CHF | 99.88% | 99.88% |
| 15/11/2024 | 46.09% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,514 CHF | 4,014 CHF | 100.00% | 100.00% |
| 14/11/2024 | 45.84% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,529 CHF | 4,029 CHF | 98.68% | 98.68% |
| 13/11/2024 | 47.00% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,446 CHF | 3,946 CHF | 100.00% | 100.00% |
| 12/11/2024 | 38.39% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 3,175 CHF | 4,675 CHF | 99.87% | 99.87% |
| 11/11/2024 | 27.74% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 4,667 CHF | 6,167 CHF | 100.00% | 100.00% |
| 08/11/2024 | 28.33% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 4,553 CHF | 6,053 CHF | 98.31% | 98.31% |
| 07/11/2024 | 22.59% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 149,917 | 149,917 | 5,895 CHF | 7,395 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)