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 | 0.54% | 92.49 % | 92.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,036 CHF | 467,536 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 92.79 % | 93.29 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,868 CHF | 467,368 CHF | 89.38% | 89.38% |
| 18/11/2024 | 0.53% | 94.65 % | 95.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,368 CHF | 474,868 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.53% | 93.67 % | 94.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,095 CHF | 473,595 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 94.89 % | 95.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,604 CHF | 476,104 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.53% | 94.07 % | 94.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,846 CHF | 473,346 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 94.21 % | 94.71 % | 500,000 | 500,000 | 500,000 | 499,993 | 472,524 CHF | 475,018 CHF | 98.75% | 98.75% |
| 11/11/2024 | 0.52% | 95.23 % | 95.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,080 CHF | 479,580 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 95.20 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,884 CHF | 479,384 CHF | 99.84% | 99.84% |
| 07/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,959 CHF | 480,459 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)