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 | 0.19% | 5.12 CHF | 5.13 CHF | 65,000 | 65,000 | 64,673 | 64,673 | 334,225 CHF | 334,872 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 65,000 | 65,000 | 64,769 | 64,769 | 331,138 CHF | 331,786 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 65,000 | 65,000 | 64,815 | 64,815 | 334,893 CHF | 335,541 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 333,320 CHF | 333,970 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 329,209 CHF | 329,859 CHF | 98.63% | 98.63% |
| 13/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 326,064 CHF | 326,714 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 330,258 CHF | 330,908 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 60,000 | 60,000 | 60,776 | 60,776 | 316,156 CHF | 316,764 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 65,000 | 65,000 | 64,197 | 64,197 | 331,774 CHF | 332,416 CHF | 99.04% | 99.04% |
| 07/11/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 60,000 | 60,000 | 60,417 | 60,417 | 315,716 CHF | 316,320 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)