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 | 0.33% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 152,180 CHF | 152,676 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 49,525 | 49,525 | 148,046 CHF | 148,542 CHF | 98.90% | 98.90% |
| 18/11/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 152,935 CHF | 153,431 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,308 CHF | 157,808 CHF | 71.93% | 71.93% |
| 14/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 154,364 CHF | 154,860 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 148,861 CHF | 149,357 CHF | 99.41% | 99.41% |
| 12/11/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 49,534 | 49,529 | 158,426 CHF | 158,908 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 160,314 CHF | 160,809 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 156,174 CHF | 156,670 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 158,114 CHF | 158,610 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)