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 | 1.11% | 1.74 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,970 CHF | 135,470 CHF | 98.82% | 98.82% |
| 19/11/2024 | 1.14% | 1.73 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,195 CHF | 132,695 CHF | 99.94% | 99.94% |
| 18/11/2024 | 1.27% | 1.77 CHF | 1.79 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 120,933 CHF | 122,433 CHF | 98.08% | 98.08% |
| 15/11/2024 | 1.17% | 1.72 CHF | 1.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,182 CHF | 128,682 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,105 CHF | 122,403 CHF | 99.57% | 99.57% |
| 13/11/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 114,825 CHF | 115,578 CHF | 99.32% | 99.32% |
| 12/11/2024 | 0.65% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,237 CHF | 115,987 CHF | 99.36% | 99.36% |
| 11/11/2024 | 1.22% | 1.63 CHF | 1.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,658 CHF | 123,154 CHF | 95.09% | 95.09% |
| 08/11/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,159 CHF | 114,909 CHF | 99.79% | 99.79% |
| 07/11/2024 | 1.10% | 1.61 CHF | 1.63 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 119,805 CHF | 121,120 CHF | 96.70% | 96.70% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)