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 | 6.38% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 458,296 | 152,059 CHF | 73,996 CHF | 97.24% | 97.24% |
| 19/11/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 159,424 CHF | 67,770 CHF | 95.74% | 95.74% |
| 18/11/2024 | 5.93% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 163,896 CHF | 69,558 CHF | 92.38% | 92.38% |
| 15/11/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 171,222 CHF | 72,489 CHF | 93.23% | 93.23% |
| 14/11/2024 | 5.83% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 166,980 CHF | 70,792 CHF | 98.80% | 98.80% |
| 13/11/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 488,506 | 150,000 CHF | 78,161 CHF | 94.99% | 94.99% |
| 12/11/2024 | 5.97% | 0.15 CHF | 0.16 CHF | 1,000,000 | 500,000 | 1,000,000 | 402,955 | 162,666 CHF | 69,539 CHF | 98.91% | 98.91% |
| 11/11/2024 | 5.50% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 177,011 CHF | 74,804 CHF | 92.92% | 92.92% |
| 08/11/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 176,227 CHF | 74,491 CHF | 97.07% | 97.07% |
| 07/11/2024 | 5.34% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 182,529 CHF | 77,011 CHF | 98.82% | 98.82% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)