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 | 1.25% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 79,264 CHF | 80,264 CHF | 90.21% | 90.21% |
| 19/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,003 CHF | 78,003 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 78,893 CHF | 79,893 CHF | 99.38% | 99.38% |
| 15/11/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,256 CHF | 64,006 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 84,879 CHF | 85,879 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 100,000 | 100,000 | 99,391 | 99,159 | 79,859 CHF | 80,678 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.16% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,456 CHF | 65,206 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,733 CHF | 68,483 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 64,415 CHF | 65,165 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.23% | 0.87 CHF | 0.88 CHF | 100,000 | 100,000 | 98,437 | 97,396 | 84,402 CHF | 84,568 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)