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 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,435 CHF | 489,435 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,054 CHF | 488,054 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,811 CHF | 489,811 CHF | 99.08% | 99.08% |
| 15/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,495 CHF | 490,495 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,812 CHF | 491,812 CHF | 99.92% | 99.92% |
| 13/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,501 CHF | 490,501 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,822 CHF | 492,822 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,507 CHF | 493,507 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,961 CHF | 490,961 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,012 CHF | 492,012 CHF | 99.76% | 99.76% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)