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 | 0.26% | 3.80 CHF | 3.81 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,908,840 CHF | 1,913,840 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,875,190 CHF | 1,880,190 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,824,170 CHF | 1,829,170 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,843,380 CHF | 1,848,380 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,875,320 CHF | 1,880,320 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,836,640 CHF | 1,841,640 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,849,920 CHF | 1,854,920 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,873,290 CHF | 1,878,290 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,944,520 CHF | 1,949,520 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,955,970 CHF | 1,960,970 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)