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 | 0.30% | 98.30 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,789 CHF | 494,289 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,758 CHF | 488,258 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,134 CHF | 493,634 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,847 CHF | 488,347 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,826 CHF | 487,326 CHF | 99.10% | 99.10% |
| 13/11/2024 | 0.31% | 96.80 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,211 CHF | 485,711 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,168 CHF | 490,668 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,718 CHF | 502,218 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,841 CHF | 504,341 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 499,770 | 500,000 | 501,810 CHF | 503,542 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)