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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 99.32% | 99.32% |
| 15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 497,218 | 74,736 | 4,972 CHF | 1,495 CHF | 86.14% | 93.74% |
| 14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 79.33% | 79.42% |
| 13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 68.56% | 68.56% |
| 10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 98.36% | 98.36% |
| 08/05/2024 | 59.48% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 6,347 CHF | 1,702 CHF | 100.00% | 100.00% |
| 07/05/2024 | 40.91% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,829 CHF | 2,224 CHF | 96.35% | 96.35% |
| 06/05/2024 | 45.02% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,059 CHF | 2,109 CHF | 97.40% | 97.40% |
| 03/05/2024 | 41.47% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,724 CHF | 2,209 CHF | 91.85% | 91.85% |
| 02/05/2024 | 56.83% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 6,844 CHF | 1,777 CHF | 95.56% | 95.56% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)