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 | 0.27% | 3.65 CHF | 3.66 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 137,571 CHF | 137,944 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 134,968 CHF | 135,349 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 138,031 CHF | 138,403 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 138,323 CHF | 138,693 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 138,058 CHF | 138,428 CHF | 98.63% | 98.63% |
| 13/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 136,804 CHF | 137,174 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 139,804 CHF | 140,174 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 140,483 CHF | 140,843 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 139,496 CHF | 139,856 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 142,329 CHF | 142,689 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)