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 | 38.97% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,772 CHF | 7,693 CHF | 100.00% | 100.00% |
| 19/11/2024 | 38.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,401 CHF | 7,850 CHF | 99.88% | 99.88% |
| 18/11/2024 | 38.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,387 CHF | 7,847 CHF | 99.91% | 99.91% |
| 15/11/2024 | 37.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,832 CHF | 7,958 CHF | 100.00% | 100.00% |
| 14/11/2024 | 36.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,576 CHF | 8,144 CHF | 100.00% | 100.00% |
| 13/11/2024 | 39.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,673 CHF | 7,668 CHF | 100.00% | 100.00% |
| 12/11/2024 | 33.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,922 | 250,000 | 24,645 CHF | 8,705 CHF | 99.68% | 99.68% |
| 11/11/2024 | 34.58% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,067 CHF | 8,517 CHF | 99.85% | 99.85% |
| 08/11/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
| 07/11/2024 | 35.64% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,269 CHF | 8,317 CHF | 99.90% | 99.90% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)