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% | 3.73 CHF | 3.74 CHF | 59,000 | 59,000 | 58,416 | 58,416 | 219,302 CHF | 219,887 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 59,000 | 59,000 | 58,429 | 58,429 | 217,505 CHF | 218,090 CHF | 98.91% | 98.91% |
| 18/11/2024 | 0.28% | 3.68 CHF | 3.69 CHF | 60,000 | 60,000 | 59,437 | 59,437 | 215,945 CHF | 216,540 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 61,000 | 61,000 | 61,145 | 61,145 | 215,564 CHF | 216,176 CHF | 71.80% | 71.80% |
| 14/11/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 61,000 | 61,000 | 61,407 | 61,407 | 211,429 CHF | 212,043 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 61,000 | 61,000 | 61,199 | 61,199 | 213,378 CHF | 213,991 CHF | 99.35% | 99.35% |
| 12/11/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 62,000 | 62,000 | 60,569 | 60,569 | 212,854 CHF | 213,460 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 61,000 | 61,000 | 59,592 | 59,592 | 215,098 CHF | 215,694 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 63,000 | 63,000 | 62,300 | 62,300 | 210,683 CHF | 211,306 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 62,000 | 62,000 | 61,924 | 61,924 | 212,934 CHF | 213,554 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)