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 | 0.95% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 104,512 CHF | 105,512 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.03% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 98,649 | 98,649 | 104,058 CHF | 105,064 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 102,626 CHF | 103,626 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.13% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 98,218 | 98,210 | 99,218 CHF | 100,210 CHF | 99.99% | 99.99% |
| 14/11/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 100,000 | 100,000 | 99,347 | 99,347 | 101,876 CHF | 102,879 CHF | 99.29% | 99.29% |
| 13/11/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 99,599 | 99,599 | 101,882 CHF | 102,884 CHF | 97.03% | 97.03% |
| 12/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 103,125 CHF | 104,125 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 101,968 CHF | 102,968 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 100,698 CHF | 101,698 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 100,000 | 100,000 | 99,697 | 99,697 | 96,972 CHF | 97,974 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)