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 | 0.19% | 5.25 CHF | 5.26 CHF | 100,000 | 100,000 | 99,060 | 99,051 | 522,245 CHF | 523,190 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.19% | 5.19 CHF | 5.20 CHF | 100,000 | 100,000 | 99,049 | 99,046 | 515,059 CHF | 516,035 CHF | 98.70% | 98.70% |
| 18/11/2024 | 0.20% | 5.21 CHF | 5.22 CHF | 100,000 | 100,000 | 99,069 | 99,057 | 505,559 CHF | 506,489 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 513,891 CHF | 514,891 CHF | 70.87% | 70.87% |
| 14/11/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 100,000 | 100,000 | 99,061 | 99,057 | 515,726 CHF | 516,696 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 100,000 | 100,000 | 99,060 | 99,059 | 507,266 CHF | 508,250 CHF | 99.84% | 99.84% |
| 12/11/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 509,077 CHF | 510,069 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.19% | 5.10 CHF | 5.11 CHF | 100,000 | 100,000 | 99,062 | 99,060 | 513,572 CHF | 514,553 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 100,000 | 100,000 | 99,067 | 99,067 | 526,198 CHF | 527,190 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 100,000 | 100,000 | 99,063 | 99,061 | 528,859 CHF | 529,841 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)