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 | 0.20% | 7.78 CHF | 7.79 CHF | 82,000 | 82,000 | 40,055 | 40,055 | 316,739 CHF | 317,293 CHF | 99.89% | 99.89% |
| 19/11/2024 | 0.20% | 7.82 CHF | 7.83 CHF | 82,000 | 82,000 | 40,113 | 40,113 | 314,828 CHF | 315,382 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.20% | 8.01 CHF | 8.02 CHF | 81,000 | 81,000 | 39,445 | 39,445 | 309,336 CHF | 309,888 CHF | 99.68% | 99.68% |
| 15/11/2024 | 0.20% | 7.65 CHF | 7.66 CHF | 83,000 | 83,000 | 40,290 | 40,290 | 313,252 CHF | 313,808 CHF | 99.99% | 99.99% |
| 14/11/2024 | 0.19% | 7.99 CHF | 8.00 CHF | 81,000 | 81,000 | 38,550 | 38,550 | 311,624 CHF | 312,153 CHF | 99.95% | 99.95% |
| 13/11/2024 | 0.19% | 8.17 CHF | 8.18 CHF | 80,000 | 80,000 | 38,782 | 38,782 | 320,587 CHF | 321,123 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.18% | 8.36 CHF | 8.37 CHF | 79,000 | 79,000 | 37,765 | 37,765 | 320,929 CHF | 321,449 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.18% | 8.60 CHF | 8.61 CHF | 77,000 | 77,000 | 37,181 | 37,181 | 320,102 CHF | 320,612 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.18% | 8.75 CHF | 8.76 CHF | 77,000 | 77,000 | 36,570 | 36,570 | 320,116 CHF | 320,618 CHF | 99.72% | 99.72% |
| 07/11/2024 | 0.18% | 8.63 CHF | 8.64 CHF | 77,000 | 77,000 | 38,174 | 38,174 | 326,534 CHF | 327,063 CHF | 99.95% | 99.95% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)