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 | 0.61% | 81.44 % | 81.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,290 CHF | 206,540 CHF | 98.15% | 98.15% |
| 19/11/2024 | 0.61% | 82.20 % | 82.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,848 CHF | 207,098 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.60% | 83.19 % | 83.69 % | 250,000 | 250,000 | 250,000 | 249,902 | 207,535 CHF | 208,704 CHF | 99.66% | 99.66% |
| 15/11/2024 | 0.58% | 83.85 % | 84.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,504 CHF | 214,754 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 86.30 % | 86.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,074 CHF | 216,324 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.58% | 85.41 % | 85.91 % | 250,000 | 250,000 | 250,000 | 249,999 | 213,483 CHF | 214,732 CHF | 19.22% | 19.22% |
| 12/11/2024 | 0.57% | 86.81 % | 87.31 % | 250,000 | 250,000 | 250,000 | 249,855 | 217,868 CHF | 218,991 CHF | 98.70% | 98.70% |
| 11/11/2024 | 0.57% | 87.85 % | 88.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,371 CHF | 220,621 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 87.62 % | 88.12 % | 250,000 | 250,000 | 250,000 | 249,988 | 218,760 CHF | 220,000 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.57% | 87.74 % | 88.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,415 CHF | 220,665 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)