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 | 11.58% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 421,435 | 81,925 CHF | 38,529 CHF | 98.12% | 98.12% |
| 19/11/2024 | 13.07% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,673 CHF | 40,837 CHF | 98.91% | 98.91% |
| 18/11/2024 | 11.60% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 461,668 | 81,316 CHF | 42,071 CHF | 99.15% | 99.15% |
| 15/11/2024 | 9.74% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 97,865 CHF | 43,146 CHF | 97.95% | 97.95% |
| 14/11/2024 | 8.79% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 108,836 CHF | 47,535 CHF | 95.05% | 95.05% |
| 13/11/2024 | 9.72% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 98,084 CHF | 43,234 CHF | 97.04% | 97.04% |
| 12/11/2024 | 10.66% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 88,950 CHF | 39,580 CHF | 91.22% | 91.22% |
| 11/11/2024 | 9.64% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 98,851 CHF | 43,540 CHF | 98.65% | 98.65% |
| 08/11/2024 | 9.21% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 103,835 CHF | 45,534 CHF | 92.45% | 92.45% |
| 07/11/2024 | 9.52% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 100,119 CHF | 44,048 CHF | 97.76% | 97.76% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)