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 | 1.22% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,958 CHF | 61,708 CHF | 94.79% | 94.79% |
| 19/11/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 62,839 CHF | 63,589 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 51,451 | 51,451 | 41,056 CHF | 41,747 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,530 CHF | 60,280 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,573 CHF | 62,323 CHF | 83.69% | 83.69% |
| 13/11/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75,000 | 75,000 | 74,721 | 74,112 | 62,759 CHF | 62,991 CHF | 94.16% | 94.16% |
| 12/11/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,540 CHF | 64,290 CHF | 84.38% | 84.38% |
| 11/11/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,625 CHF | 57,375 CHF | 94.79% | 94.79% |
| 08/11/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,576 CHF | 61,326 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 75,000 | 75,000 | 74,457 | 72,251 | 60,656 CHF | 59,545 CHF | 93.52% | 93.52% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)