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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/09/2024 | 11.42% | 0.13 CHF | 0.15 CHF | 304,641 | 75,000 | 313,152 | 75,000 | 39,303 CHF | 10,568 CHF | 99.37% | 99.37% |
| 24/09/2024 | 12.34% | 0.13 CHF | 0.14 CHF | 316,061 | 75,000 | 325,914 | 75,000 | 39,081 CHF | 10,181 CHF | 100.00% | 100.00% |
| 23/09/2024 | 9.90% | 0.14 CHF | 0.15 CHF | 299,380 | 75,000 | 296,458 | 75,000 | 41,198 CHF | 11,513 CHF | 99.70% | 99.70% |
| 20/09/2024 | 11.70% | 0.12 CHF | 0.13 CHF | 338,622 | 75,000 | 340,138 | 75,000 | 38,817 CHF | 9,623 CHF | 90.17% | 90.17% |
| 19/09/2024 | 11.69% | 0.11 CHF | 0.12 CHF | 358,371 | 75,000 | 332,696 | 75,000 | 38,223 CHF | 9,696 CHF | 99.39% | 99.39% |
| 18/09/2024 | 11.88% | 0.11 CHF | 0.13 CHF | 331,878 | 75,000 | 319,671 | 75,000 | 38,462 CHF | 10,173 CHF | 99.33% | 99.33% |
| 12/09/2024 | 27.31% | 0.05 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,294 CHF | 4,786 CHF | 97.95% | 97.95% |
| 11/09/2024 | 23.88% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 496,965 | 75,000 | 29,385 CHF | 5,644 CHF | 98.75% | 98.75% |
| 10/09/2024 | 23.71% | 0.06 CHF | 0.08 CHF | 495,891 | 75,000 | 496,748 | 75,000 | 30,723 CHF | 5,884 CHF | 100.00% | 100.00% |
| 09/09/2024 | 25.86% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 23,299 CHF | 4,523 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)