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 | 77.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,415 CHF | 4,604 CHF | 98.60% | 98.60% |
| 22/11/2024 | 66.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,138 CHF | 5,034 CHF | 100.00% | 100.00% |
| 20/11/2024 | 44.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,836 CHF | 6,959 CHF | 100.00% | 100.00% |
| 19/11/2024 | 49.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,084 | 250,000 | 15,219 CHF | 6,354 CHF | 99.10% | 99.10% |
| 18/11/2024 | 37.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,028 CHF | 8,007 CHF | 99.94% | 99.94% |
| 15/11/2024 | 38.88% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,843 CHF | 7,711 CHF | 100.00% | 100.00% |
| 14/11/2024 | 47.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,237 CHF | 6,559 CHF | 100.00% | 100.00% |
| 13/11/2024 | 52.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,198 CHF | 6,050 CHF | 100.00% | 100.00% |
| 12/11/2024 | 44.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,788 CHF | 6,947 CHF | 99.98% | 99.98% |
| 11/11/2024 | 39.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,340 CHF | 7,585 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)