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 | 1.15% | 86.40 % | 87.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,057 CHF | 440,103 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.13% | 88.00 % | 89.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,715 CHF | 443,707 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.12% | 88.70 % | 89.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,165 CHF | 446,151 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.13% | 88.30 % | 89.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,429 CHF | 446,450 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.12% | 90.00 % | 90.91 % | 500,000 | 500,000 | 499,481 | 500,000 | 443,378 CHF | 448,845 CHF | 99.10% | 99.10% |
| 13/11/2024 | 1.28% | 87.10 % | 88.21 % | 500,000 | 500,000 | 498,493 | 500,000 | 431,078 CHF | 437,933 CHF | 99.83% | 100.00% |
| 12/11/2024 | 1.26% | 86.30 % | 87.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,384 CHF | 440,923 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.14% | 87.70 % | 88.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,038 CHF | 447,093 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 88.30 % | 89.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,996 CHF | 449,046 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 89.40 % | 90.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,641 CHF | 454,279 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)