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 | 11.13% | 0.09 CHF | 0.10 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 15,337 CHF | 17,137 CHF | 100.00% | 100.00% |
| 19/11/2024 | 9.57% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 18,284 CHF | 20,084 CHF | 100.00% | 100.00% |
| 18/11/2024 | 12.40% | 0.07 CHF | 0.08 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 13,736 CHF | 15,536 CHF | 100.00% | 100.00% |
| 15/11/2024 | 11.82% | 0.08 CHF | 0.09 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 14,658 CHF | 16,458 CHF | 100.00% | 100.00% |
| 14/11/2024 | 7.49% | 0.12 CHF | 0.13 CHF | 180,000 | 180,000 | 181,850 | 181,850 | 24,047 CHF | 25,865 CHF | 99.33% | 99.33% |
| 13/11/2024 | 5.17% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 35,930 CHF | 37,830 CHF | 100.00% | 100.00% |
| 12/11/2024 | 6.80% | 0.20 CHF | 0.21 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 26,362 CHF | 28,181 CHF | 100.00% | 100.00% |
| 11/11/2024 | 10.59% | 0.10 CHF | 0.11 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 16,220 CHF | 18,020 CHF | 99.93% | 99.93% |
| 08/11/2024 | 10.03% | 0.09 CHF | 0.10 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 17,136 CHF | 18,936 CHF | 100.00% | 100.00% |
| 07/11/2024 | 20.29% | 0.04 CHF | 0.05 CHF | 170,000 | 170,000 | 171,571 | 171,571 | 9,017 CHF | 10,733 CHF | 99.44% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)