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 | 35.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,223 CHF | 8,306 CHF | 100.00% | 100.00% |
| 19/11/2024 | 33.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,700 CHF | 8,675 CHF | 99.89% | 99.89% |
| 18/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.91% | 99.91% |
| 15/11/2024 | 34.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,906 CHF | 8,477 CHF | 100.00% | 100.00% |
| 14/11/2024 | 33.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,893 CHF | 8,723 CHF | 100.00% | 100.00% |
| 13/11/2024 | 38.40% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,197 CHF | 7,799 CHF | 100.00% | 100.00% |
| 12/11/2024 | 40.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,196 | 250,000 | 19,834 CHF | 7,492 CHF | 99.66% | 99.66% |
| 11/11/2024 | 39.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,075 CHF | 7,519 CHF | 99.91% | 99.91% |
| 08/11/2024 | 38.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,463 CHF | 7,866 CHF | 100.00% | 100.00% |
| 07/11/2024 | 35.85% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,115 CHF | 8,279 CHF | 99.89% | 99.89% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)