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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 125,943 | 125,943 | 97,161 CHF | 98,421 CHF | 100.00% | 100.00% |
| 22/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 122,327 | 122,327 | 97,501 CHF | 98,724 CHF | 99.64% | 99.64% |
| 20/11/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 101,354 CHF | 102,554 CHF | 99.43% | 99.43% |
| 19/11/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 97,211 CHF | 98,411 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 99,907 CHF | 101,107 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 99,234 CHF | 100,434 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 97,309 CHF | 98,509 CHF | 98.51% | 98.51% |
| 13/11/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 98,043 CHF | 99,243 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 103,206 CHF | 104,406 CHF | 99.89% | 99.89% |
| 11/11/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 105,289 CHF | 106,489 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)