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 | 1.82% | 1.61 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,870 CHF | 124,109 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.85% | 1.62 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 120,208 CHF | 122,448 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.11% | 1.63 CHF | 1.66 CHF | 75,000 | 75,000 | 67,242 | 63,918 | 108,806 CHF | 105,485 CHF | 99.51% | 99.51% |
| 15/11/2024 | 1.79% | 1.66 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,174 CHF | 127,431 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.75% | 1.74 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,707 CHF | 129,957 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.79% | 1.68 CHF | 1.71 CHF | 75,000 | 75,000 | 74,470 | 74,373 | 124,613 CHF | 126,693 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.73% | 1.71 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,784 CHF | 132,050 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.68% | 1.77 CHF | 1.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,405 CHF | 135,671 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.70% | 1.76 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,389 CHF | 134,662 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.74% | 1.75 CHF | 1.78 CHF | 75,000 | 75,000 | 72,662 | 72,402 | 129,831 CHF | 131,585 CHF | 99.06% | 99.06% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)