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 | 0.64% | 1.57 CHF | 1.58 CHF | 131,000 | 131,000 | 129,301 | 129,301 | 200,501 CHF | 201,794 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 130,000 | 130,000 | 129,933 | 129,933 | 202,676 CHF | 203,976 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 128,000 | 128,000 | 128,567 | 128,567 | 197,632 CHF | 198,918 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 128,000 | 128,000 | 126,945 | 126,945 | 191,532 CHF | 192,801 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 126,000 | 126,000 | 126,712 | 126,712 | 190,415 CHF | 191,682 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 127,000 | 127,000 | 126,475 | 126,475 | 189,953 CHF | 191,218 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 126,000 | 126,000 | 123,947 | 123,947 | 180,054 CHF | 181,294 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 122,000 | 122,000 | 122,266 | 122,266 | 173,944 CHF | 175,166 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 125,000 | 125,000 | 124,042 | 124,042 | 180,901 CHF | 182,141 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 122,000 | 122,000 | 122,544 | 122,544 | 174,829 CHF | 176,055 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)