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 | 59.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,205 CHF | 5,551 CHF | 100.00% | 100.00% |
| 19/11/2024 | 66.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,703 | 250,000 | 9,951 CHF | 5,004 CHF | 98.03% | 98.03% |
| 18/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.82% | 99.82% |
| 15/11/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
| 14/11/2024 | 56.93% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,922 CHF | 5,730 CHF | 100.00% | 100.00% |
| 13/11/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 12/11/2024 | 66.49% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,035 | 250,000 | 9,984 CHF | 5,013 CHF | 99.67% | 99.67% |
| 11/11/2024 | 53.20% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,041 CHF | 6,010 CHF | 99.84% | 99.84% |
| 08/11/2024 | 60.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,802 CHF | 5,451 CHF | 100.00% | 100.00% |
| 07/11/2024 | 50.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,926 CHF | 6,232 CHF | 99.84% | 99.84% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)