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 | 0.79% | 1.28 CHF | 1.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 635,019 CHF | 640,019 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 703,084 CHF | 708,084 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 710,414 CHF | 715,414 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 498,500 | 500,000 | 499,993 | 499,999 | 503,874 CHF | 508,880 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 1.05 CHF | 1.06 CHF | 500,000 | 500,000 | 500,000 | 499,997 | 726,896 CHF | 731,891 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 944,042 CHF | 949,042 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 737,866 CHF | 742,866 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.62% | 1.76 CHF | 1.77 CHF | 500,000 | 500,000 | 500,000 | 499,999 | 812,582 CHF | 817,581 CHF | 99.41% | 99.41% |
| 06/11/2024 | 0.64% | 1.16 CHF | 1.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 813,935 CHF | 818,935 CHF | 100.00% | 100.00% |
| 05/11/2024 | 0.71% | 1.56 CHF | 1.56 CHF | 250,000 | 250,000 | 250,000 | 249,995 | 352,360 CHF | 354,853 CHF | 94.95% | 99.48% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)