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 | 0.54% | 1.87 CHF | 1.88 CHF | 43,000 | 43,000 | 42,491 | 42,491 | 79,026 CHF | 79,451 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 42,000 | 42,000 | 42,740 | 42,740 | 79,555 CHF | 79,983 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 42,000 | 42,000 | 41,908 | 41,908 | 76,092 CHF | 76,511 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 42,000 | 42,000 | 41,303 | 41,303 | 74,536 CHF | 74,949 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 42,000 | 42,000 | 42,134 | 42,134 | 77,588 CHF | 78,009 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 42,000 | 42,000 | 42,000 | 42,000 | 77,029 CHF | 77,449 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 42,000 | 42,000 | 41,327 | 41,327 | 74,501 CHF | 74,914 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 40,000 | 40,000 | 39,983 | 39,983 | 67,877 CHF | 68,277 CHF | 99.71% | 99.71% |
| 08/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 40,000 | 40,000 | 39,992 | 39,992 | 68,444 CHF | 68,844 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 39,000 | 39,000 | 38,842 | 38,842 | 63,920 CHF | 64,309 CHF | 99.44% | 99.44% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)