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 | 0.34% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,588 CHF | 149,088 CHF | 99.72% | 99.72% |
| 19/11/2024 | 0.33% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,768 CHF | 152,268 CHF | 95.47% | 95.47% |
| 18/11/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,849 CHF | 160,349 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,864 CHF | 161,364 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,421 CHF | 163,921 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,443 CHF | 160,943 CHF | 96.72% | 96.72% |
| 12/11/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,904 CHF | 169,404 CHF | 99.80% | 99.80% |
| 11/11/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,771 CHF | 174,271 CHF | 99.66% | 99.66% |
| 08/11/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,891 CHF | 169,391 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,561 CHF | 171,061 CHF | 99.70% | 99.70% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)