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 | 2.00% | 7.47 % | 7.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 20,526 CHF | 20,941 CHF | 99.97% | 99.97% |
| 19/11/2024 | 1.99% | 9.08 % | 9.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 22,077 CHF | 22,522 CHF | 99.97% | 99.97% |
| 18/11/2024 | 2.00% | 8.59 % | 8.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 21,997 CHF | 22,442 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.00% | 10.39 % | 10.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 28,126 CHF | 28,694 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.99% | 12.12 % | 12.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 30,141 CHF | 30,748 CHF | 99.98% | 99.98% |
| 13/11/2024 | 2.00% | 10.83 % | 11.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 26,784 CHF | 27,326 CHF | 99.99% | 99.99% |
| 12/11/2024 | 2.00% | 11.14 % | 11.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 32,701 CHF | 33,361 CHF | 99.97% | 99.97% |
| 11/11/2024 | 2.00% | 14.86 % | 15.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 35,531 CHF | 36,249 CHF | 100.00% | 100.00% |
| 08/11/2024 | 2.00% | 16.71 % | 17.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 38,115 CHF | 38,885 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.99% | 14.01 % | 14.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 37,226 CHF | 37,975 CHF | 99.56% | 99.56% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)