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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 491,603 CHF | 99,121 CHF | 97.94% | 97.94% |
| 19/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 489,523 CHF | 98,705 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 492,295 CHF | 99,459 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.02% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,388 CHF | 494,388 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,403 CHF | 491,403 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,093 CHF | 487,093 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,963 CHF | 481,963 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,284 CHF | 497,284 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,061 CHF | 489,061 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,153 CHF | 500,153 CHF | 99.23% | 99.23% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)