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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,325 | 148,325 | 145,724 CHF | 147,207 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 148,193 | 148,193 | 144,704 CHF | 145,890 CHF | 100.00% | 100.00% |
| 20/11/2024 | 1.02% | 97.00 % | 98.00 % | 500,000 | 500,000 | 143,680 | 143,680 | 139,548 CHF | 140,985 CHF | 97.95% | 97.95% |
| 19/11/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 148,071 | 148,071 | 143,611 CHF | 145,092 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 147,902 | 147,902 | 144,925 CHF | 146,110 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 148,084 | 148,084 | 145,380 CHF | 146,565 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 148,218 | 148,218 | 147,352 CHF | 148,834 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 148,193 | 148,193 | 146,619 CHF | 148,100 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 148,302 | 148,302 | 147,290 CHF | 148,476 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 148,233 | 148,233 | 148,032 CHF | 149,218 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)