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% | 3.64 CHF | 3.65 CHF | 135,000 | 135,000 | 74,341 | 74,341 | 275,923 CHF | 276,667 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 135,000 | 135,000 | 74,052 | 74,052 | 270,325 CHF | 271,067 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 135,000 | 135,000 | 74,275 | 74,275 | 275,473 CHF | 276,217 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 135,000 | 135,000 | 74,335 | 74,335 | 283,561 CHF | 284,305 CHF | 99.33% | 99.33% |
| 14/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 130,000 | 130,000 | 71,743 | 71,743 | 278,712 CHF | 279,431 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 135,000 | 135,000 | 74,233 | 74,233 | 280,963 CHF | 281,707 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 135,000 | 135,000 | 74,227 | 74,227 | 277,001 CHF | 277,745 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 135,000 | 135,000 | 74,244 | 74,244 | 281,520 CHF | 282,264 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 135,000 | 135,000 | 74,413 | 74,413 | 283,586 CHF | 284,332 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.27% | 3.82 CHF | 3.83 CHF | 135,000 | 135,000 | 74,204 | 74,204 | 279,436 CHF | 280,179 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)