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 | 1.21% | 82.20 % | 83.20 % | 500,000 | 5,000,000 | 500,000 | 5,000,000 | 411,000 CHF | 4,160,000 CHF | 0.03% | 97.94% |
| 19/11/2024 | 0.95% | 82.10 % | 84.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,842 CHF | 422,842 CHF | 73.22% | 100.00% |
| 18/11/2024 | 0.95% | 84.40 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,598 CHF | 423,598 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 83.80 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,134 CHF | 428,134 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.92% | 86.20 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,650 CHF | 434,650 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 86.00 % | 86.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,988 CHF | 435,988 CHF | 99.86% | 99.86% |
| 12/11/2024 | 0.92% | 86.60 % | 87.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,228 CHF | 438,228 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.90% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,665 CHF | 445,665 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 87.60 % | 88.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,428 CHF | 444,428 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.89% | 88.60 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 446,363 CHF | 450,363 CHF | 99.23% | 99.23% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)