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 | 0.84% | 94.46 % | 95.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,875 CHF | 238,875 CHF | 99.94% | 99.94% |
| 19/11/2024 | 0.85% | 93.93 % | 94.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,115 CHF | 236,115 CHF | 99.98% | 99.98% |
| 18/11/2024 | 0.84% | 96.18 % | 96.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,523 CHF | 240,523 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.55 % | 97.35 % | 200,000 | 245,000 | 204,802 | 245,517 | 198,243 CHF | 239,639 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 97.17 % | 97.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,247 CHF | 243,247 CHF | 97.27% | 97.27% |
| 13/11/2024 | 0.80% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,012 CHF | 250,012 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,167 CHF | 251,167 CHF | 99.99% | 99.99% |
| 11/11/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,225 CHF | 252,226 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.98 % | 100.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,786 CHF | 251,787 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.56 % | 101.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,731 CHF | 253,756 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)