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 | 1.31% | 0.77 CHF | 0.78 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 567,849 CHF | 76,713 CHF | 96.57% | 96.57% |
| 19/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 557,028 CHF | 75,270 CHF | 97.44% | 97.44% |
| 18/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 546,371 CHF | 73,850 CHF | 92.50% | 92.50% |
| 15/11/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 535,221 CHF | 72,363 CHF | 97.24% | 97.24% |
| 14/11/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 542,528 CHF | 73,337 CHF | 98.36% | 98.36% |
| 13/11/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 572,185 CHF | 77,291 CHF | 93.02% | 93.02% |
| 12/11/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 552,632 CHF | 74,684 CHF | 96.29% | 96.29% |
| 11/11/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 535,303 CHF | 72,374 CHF | 91.03% | 91.03% |
| 08/11/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 542,687 CHF | 73,358 CHF | 92.19% | 92.19% |
| 07/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 750,000 | 100,000 | 750,000 | 100,000 | 540,964 CHF | 73,129 CHF | 98.68% | 98.68% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)