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 | 0.49% | 2.02 CHF | 2.03 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,226,470 CHF | 410,825 CHF | 98.90% | 98.90% |
| 19/11/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,194,950 CHF | 400,318 CHF | 97.93% | 97.93% |
| 18/11/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,241,600 CHF | 415,866 CHF | 97.00% | 97.00% |
| 15/11/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,230,910 CHF | 412,303 CHF | 98.25% | 98.25% |
| 14/11/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,202,830 CHF | 402,943 CHF | 98.89% | 98.89% |
| 13/11/2024 | 0.50% | 1.92 CHF | 1.93 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,188,970 CHF | 398,323 CHF | 86.93% | 86.93% |
| 12/11/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,223,040 CHF | 409,679 CHF | 96.48% | 96.48% |
| 11/11/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,217,470 CHF | 407,823 CHF | 98.94% | 98.94% |
| 08/11/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,177,370 CHF | 394,456 CHF | 90.11% | 90.11% |
| 07/11/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,261,270 CHF | 422,422 CHF | 98.25% | 98.25% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)