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 | 1.26% | 0.80 CHF | 0.81 CHF | 490,000 | 490,000 | 489,084 | 489,084 | 386,580 CHF | 391,471 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 490,000 | 490,000 | 488,963 | 488,963 | 385,486 CHF | 390,376 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 364,712 CHF | 369,512 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 485,000 | 485,000 | 480,310 | 480,310 | 365,999 CHF | 370,802 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 475,000 | 475,000 | 478,463 | 478,463 | 361,868 CHF | 366,652 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 485,000 | 485,000 | 482,669 | 482,669 | 371,872 CHF | 376,699 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 480,000 | 480,000 | 480,000 | 480,000 | 365,397 CHF | 370,197 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 475,000 | 475,000 | 471,425 | 471,425 | 347,774 CHF | 352,488 CHF | 99.65% | 99.65% |
| 08/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 475,000 | 475,000 | 473,443 | 473,443 | 350,231 CHF | 354,966 CHF | 98.72% | 98.72% |
| 07/11/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 342,879 CHF | 347,579 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)