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 | 44.91% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 13,618 CHF | 7,039 CHF | 99.16% | 99.16% |
| 19/11/2024 | 49.93% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,207 CHF | 6,569 CHF | 99.16% | 99.16% |
| 18/11/2024 | 51.26% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 11,832 CHF | 6,444 CHF | 99.23% | 99.23% |
| 15/11/2024 | 47.31% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,943 CHF | 6,814 CHF | 99.17% | 99.17% |
| 14/11/2024 | 50.25% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,117 CHF | 6,539 CHF | 99.15% | 99.15% |
| 13/11/2024 | 38.86% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,751 CHF | 7,750 CHF | 99.16% | 99.16% |
| 12/11/2024 | 31.98% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,461 CHF | 9,320 CHF | 99.17% | 99.17% |
| 11/11/2024 | 39.70% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,196 CHF | 7,565 CHF | 99.16% | 99.16% |
| 08/11/2024 | 38.99% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,665 CHF | 7,722 CHF | 99.17% | 99.17% |
| 07/11/2024 | 36.81% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 17,096 CHF | 8,199 CHF | 98.19% | 98.19% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)