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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 18/11/2024 | 4.76% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 64,392 CHF | 67,392 CHF | 97.78% | 97.78% |
| 15/11/2024 | 3.09% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 98,667 CHF | 101,667 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.25% | 0.59 CHF | 0.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 137,221 CHF | 140,221 CHF | 100.00% | 100.00% |
| 13/11/2024 | 2.84% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 106,062 CHF | 109,062 CHF | 99.73% | 99.73% |
| 12/11/2024 | 1.72% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 175,258 CHF | 178,258 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 254,054 CHF | 257,054 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.51% | 0.61 CHF | 0.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 198,906 CHF | 201,906 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 268,716 CHF | 271,716 CHF | 99.67% | 99.67% |
| 06/11/2024 | 1.04% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 299,997 | 300,000 | 296,789 CHF | 299,793 CHF | 100.00% | 100.00% |
| 05/11/2024 | 1.27% | 0.74 CHF | 0.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 234,276 CHF | 237,277 CHF | 74.93% | 99.76% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)