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 | 14.16% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 998,244 | 998,244 | 65,579 CHF | 75,561 CHF | 100.00% | 100.00% |
| 15/05/2024 | 12.32% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 76,154 CHF | 86,154 CHF | 100.00% | 100.00% |
| 14/05/2024 | 11.81% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,680 CHF | 89,680 CHF | 100.00% | 100.00% |
| 13/05/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 74,313 CHF | 84,313 CHF | 100.00% | 100.00% |
| 10/05/2024 | 12.77% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 73,334 CHF | 83,334 CHF | 100.00% | 100.00% |
| 08/05/2024 | 12.34% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 76,082 CHF | 86,082 CHF | 100.00% | 100.00% |
| 07/05/2024 | 11.61% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 81,182 CHF | 91,182 CHF | 100.00% | 100.00% |
| 06/05/2024 | 10.81% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 87,536 CHF | 97,536 CHF | 100.00% | 100.00% |
| 03/05/2024 | 10.32% | 0.10 CHF | 0.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 92,026 CHF | 102,026 CHF | 100.00% | 100.00% |
| 02/05/2024 | 10.53% | 0.09 CHF | 0.10 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 89,969 CHF | 99,969 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)