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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 15.98% | 98.73% |
| 12/07/2024 | - | - CHF | 0.03 CHF | 0 | 37,500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.38% |
| 11/07/2024 | 103.44% | 0.01 CHF | 0.02 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 378 CHF | 1,198 CHF | 38.03% | 99.16% |
| 10/07/2024 | 25.06% | 0.06 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 27,476 CHF | 5,289 CHF | 100.00% | 100.00% |
| 09/07/2024 | 29.48% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,922 CHF | 5,042 CHF | 100.00% | 100.00% |
| 08/07/2024 | 28.46% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,692 CHF | 4,510 CHF | 100.00% | 100.00% |
| 05/07/2024 | 34.14% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 4,253 CHF | 99.62% | 99.62% |
| 04/07/2024 | 38.01% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,284 CHF | 4,468 CHF | 100.00% | 100.00% |
| 03/07/2024 | 23.12% | 0.04 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,982 CHF | 3,784 CHF | 99.73% | 99.73% |
| 02/07/2024 | 39.12% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,561 CHF | 3,479 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)