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 | 0.32% | 6.18 CHF | 6.20 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 344,375 CHF | 345,477 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 6.00 CHF | 6.02 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 340,115 CHF | 341,254 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 6.04 CHF | 6.06 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 341,616 CHF | 342,753 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.33% | 6.03 CHF | 6.05 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 340,380 CHF | 341,502 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 6.11 CHF | 6.13 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 342,743 CHF | 343,863 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.32% | 6.17 CHF | 6.19 CHF | 56,000 | 56,000 | 55,681 | 55,681 | 344,266 CHF | 345,380 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 6.18 CHF | 6.20 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 347,020 CHF | 348,122 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.31% | 6.41 CHF | 6.43 CHF | 54,000 | 54,000 | 54,015 | 54,015 | 346,570 CHF | 347,650 CHF | 99.68% | 99.68% |
| 08/11/2024 | 0.32% | 6.29 CHF | 6.31 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 344,367 CHF | 345,468 CHF | 98.78% | 98.78% |
| 07/11/2024 | 0.32% | 6.28 CHF | 6.30 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 346,046 CHF | 347,146 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)