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 | 17.57% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 26,109 CHF | 4,666 CHF | 100.00% | 100.00% |
| 22/11/2024 | 16.78% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 27,517 CHF | 4,877 CHF | 99.89% | 99.89% |
| 20/11/2024 | 16.50% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 28,007 CHF | 4,951 CHF | 100.00% | 100.00% |
| 19/11/2024 | 16.56% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 27,936 CHF | 4,940 CHF | 99.92% | 99.92% |
| 18/11/2024 | 16.92% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 71,308 | 29,924 CHF | 5,032 CHF | 91.45% | 91.45% |
| 15/11/2024 | 12.98% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 36,131 CHF | 6,170 CHF | 100.00% | 100.00% |
| 14/11/2024 | 13.76% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,184 CHF | 5,878 CHF | 96.08% | 96.08% |
| 13/11/2024 | 15.98% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 500,000 | 74,351 | 28,938 CHF | 5,045 CHF | 84.33% | 84.33% |
| 12/11/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 34,506 CHF | 5,926 CHF | 88.09% | 88.09% |
| 11/11/2024 | 15.93% | 0.06 CHF | 0.07 CHF | 500,000 | 75,000 | 469,118 | 72,496 | 29,018 CHF | 5,230 CHF | 74.49% | 74.49% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)