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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 34.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,945 CHF | 8,486 CHF | 100.00% | 100.00% |
| 20/11/2024 | 33.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,245 CHF | 8,811 CHF | 100.00% | 100.00% |
| 19/11/2024 | 30.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,808 CHF | 9,452 CHF | 99.91% | 99.91% |
| 18/11/2024 | 32.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,644 CHF | 8,911 CHF | 99.91% | 99.91% |
| 15/11/2024 | 36.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,582 CHF | 8,146 CHF | 100.00% | 100.00% |
| 14/11/2024 | 32.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,150 CHF | 9,038 CHF | 99.98% | 99.98% |
| 13/11/2024 | 28.68% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,911 CHF | 9,978 CHF | 100.00% | 100.00% |
| 12/11/2024 | 30.98% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,788 | 250,000 | 27,311 CHF | 9,367 CHF | 99.68% | 99.68% |
| 11/11/2024 | 36.47% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,645 CHF | 8,161 CHF | 99.90% | 99.90% |
| 08/11/2024 | 33.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,123 CHF | 8,781 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)