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 | 0.36% | 2.74 CHF | 2.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,382,340 CHF | 1,387,340 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,350,450 CHF | 1,355,450 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.39% | 2.71 CHF | 2.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,296,520 CHF | 1,301,520 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,314,950 CHF | 1,319,950 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,346,780 CHF | 1,351,780 CHF | 99.79% | 99.79% |
| 13/11/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,311,740 CHF | 1,316,740 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,325,800 CHF | 1,330,800 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.37% | 2.61 CHF | 2.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,350,500 CHF | 1,355,500 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,426,390 CHF | 1,431,390 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,436,130 CHF | 1,441,130 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)