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 | 91.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 986,545 | 250,000 | 6,135 CHF | 4,051 CHF | 98.77% | 98.77% |
| 19/11/2024 | 93.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,689 | 250,000 | 5,918 CHF | 3,980 CHF | 98.84% | 98.84% |
| 18/11/2024 | 92.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 981,522 | 250,000 | 5,929 CHF | 4,020 CHF | 98.88% | 98.88% |
| 15/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,889 | 250,000 | 4,999 CHF | 3,750 CHF | 98.67% | 98.67% |
| 14/11/2024 | 85.36% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,927 | 250,000 | 7,196 CHF | 4,299 CHF | 98.75% | 98.75% |
| 13/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 887,468 | 223,248 | 4,437 CHF | 3,349 CHF | 98.93% | 98.93% |
| 12/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 499,941 | 125,000 | 4,999 CHF | 2,500 CHF | 98.24% | 98.24% |
| 11/11/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 492,580 | 125,000 | 2,463 CHF | 1,875 CHF | 99.10% | 99.10% |
| 08/11/2024 | 72.85% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 498,501 | 125,000 | 4,521 CHF | 2,384 CHF | 98.76% | 98.76% |
| 07/11/2024 | 67.92% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 4,906 CHF | 2,477 CHF | 99.26% | 99.26% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)