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 | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.86% | 99.86% |
| 15/05/2024 | 61.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,690 CHF | 5,422 CHF | 100.00% | 100.00% |
| 14/05/2024 | 63.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,032 CHF | 5,258 CHF | 99.77% | 99.77% |
| 13/05/2024 | 66.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,094 CHF | 5,024 CHF | 100.00% | 100.00% |
| 10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,433 | 250,000 | 9,874 CHF | 5,000 CHF | 100.00% | 100.00% |
| 08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
| 07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.86% | 99.86% |
| 06/05/2024 | 66.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,047 CHF | 5,012 CHF | 99.81% | 99.81% |
| 03/05/2024 | 62.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,206 CHF | 5,302 CHF | 100.00% | 100.00% |
| 02/05/2024 | 56.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,502 | 250,000 | 12,875 CHF | 5,745 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)