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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/10/2024 | 28.11% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,366 CHF | 3,055 CHF | 94.31% | 94.31% |
| 29/10/2024 | 17.28% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 26,628 CHF | 4,744 CHF | 99.48% | 99.48% |
| 28/10/2024 | 17.73% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,811 CHF | 4,622 CHF | 100.00% | 100.00% |
| 25/10/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 25,245 CHF | 4,537 CHF | 99.12% | 99.12% |
| 24/10/2024 | 18.07% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 74,460 | 25,523 CHF | 4,549 CHF | 98.88% | 98.88% |
| 23/10/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 100.00% | 100.00% |
| 22/10/2024 | 21.72% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,624 CHF | 3,844 CHF | 100.00% | 100.00% |
| 21/10/2024 | 20.54% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,085 CHF | 4,063 CHF | 99.67% | 99.67% |
| 18/10/2024 | 31.09% | 0.05 CHF | 0.07 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 1,998 CHF | 2,728 CHF | 95.84% | 95.84% |
| 17/10/2024 | 18.38% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 24,810 CHF | 4,471 CHF | 96.85% | 96.85% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)