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 | 0.54% | 1.84 CHF | 1.85 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,533 CHF | 46,527 CHF | 100.00% | 100.00% |
| 22/11/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 55,866 CHF | 46,805 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,707 CHF | 44,173 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,245 CHF | 45,454 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.57% | 1.87 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,604 CHF | 44,087 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.69 CHF | 1.70 CHF | 30,000 | 25,000 | 23,833 | 20,444 | 41,437 CHF | 35,833 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,179 CHF | 45,399 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.61% | 1.95 CHF | 1.96 CHF | 30,000 | 25,000 | 33,659 | 24,280 | 56,888 CHF | 41,610 CHF | 98.42% | 98.42% |
| 12/11/2024 | 0.46% | 1.93 CHF | 1.95 CHF | 12,500 | 12,500 | 29,335 | 24,525 | 65,971 CHF | 55,381 CHF | 99.23% | 99.23% |
| 11/11/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,727 CHF | 60,023 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)