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 | 9.76% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 97,725 CHF | 53,863 CHF | 99.08% | 99.08% |
| 19/11/2024 | 11.96% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 79,356 CHF | 44,678 CHF | 88.39% | 88.39% |
| 18/11/2024 | 13.46% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 69,378 CHF | 39,689 CHF | 97.39% | 97.39% |
| 15/11/2024 | 13.72% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,415 CHF | 39,207 CHF | 91.56% | 91.56% |
| 14/11/2024 | 6.67% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 145,463 CHF | 77,732 CHF | 99.09% | 99.09% |
| 13/11/2024 | 9.44% | 0.13 CHF | 0.14 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 102,322 CHF | 56,161 CHF | 98.72% | 98.72% |
| 12/11/2024 | 8.94% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,117 CHF | 58,558 CHF | 99.30% | 99.30% |
| 11/11/2024 | 8.09% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 118,878 CHF | 64,439 CHF | 99.33% | 99.33% |
| 08/11/2024 | 7.58% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 127,574 CHF | 68,787 CHF | 98.17% | 98.17% |
| 07/11/2024 | 10.06% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 94,773 CHF | 52,387 CHF | 97.41% | 97.41% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)