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 | 0.93% | 85.65 % | 86.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,528 CHF | 86,328 CHF | 64.92% | 64.92% |
| 19/11/2024 | 0.94% | 84.79 % | 85.59 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,419 CHF | 85,219 CHF | 89.28% | 89.28% |
| 18/11/2024 | 0.94% | 85.36 % | 86.16 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,145 CHF | 85,945 CHF | 99.67% | 99.67% |
| 15/11/2024 | 0.91% | 86.37 % | 87.17 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,303 CHF | 88,103 CHF | 34.26% | 34.26% |
| 14/11/2024 | 0.90% | 89.44 % | 90.24 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,591 CHF | 89,391 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.91% | 87.51 % | 88.31 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,953 CHF | 88,753 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.89% | 88.80 % | 89.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,352 CHF | 90,152 CHF | 98.74% | 98.74% |
| 11/11/2024 | 0.87% | 90.59 % | 91.39 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,088 CHF | 91,888 CHF | 99.85% | 99.85% |
| 08/11/2024 | 0.87% | 90.58 % | 91.38 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,545 CHF | 92,345 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.86% | 92.50 % | 93.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,315 CHF | 93,115 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)