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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 22/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 20/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.97% | 99.97% |
| 19/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.82% | 99.82% |
| 18/11/2024 | 65.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,596 | 250,000 | 10,230 CHF | 5,103 CHF | 99.89% | 99.89% |
| 15/11/2024 | 64.25% | 0.02 CHF | 0.03 CHF | 700,000 | 250,000 | 958,844 | 250,000 | 10,107 CHF | 5,181 CHF | 100.00% | 100.00% |
| 14/11/2024 | 64.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,709 CHF | 5,177 CHF | 99.74% | 99.74% |
| 13/11/2024 | 61.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,541 CHF | 5,385 CHF | 99.94% | 99.94% |
| 12/11/2024 | 59.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,159 CHF | 5,540 CHF | 99.80% | 99.80% |
| 11/11/2024 | 53.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 998,239 | 250,000 | 13,828 CHF | 5,964 CHF | 99.81% | 99.81% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)