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 | 0.68% | 1.41 CHF | 1.42 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 437,079 CHF | 146,693 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,916 CHF | 147,305 CHF | 98.98% | 98.98% |
| 18/11/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 430,496 CHF | 144,499 CHF | 97.74% | 97.74% |
| 15/11/2024 | 0.62% | 1.54 CHF | 1.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 482,100 CHF | 161,700 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 509,304 CHF | 170,768 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 438,884 CHF | 147,295 CHF | 96.97% | 96.97% |
| 12/11/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 456,888 CHF | 153,296 CHF | 96.86% | 96.86% |
| 11/11/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 450,506 CHF | 151,169 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 435,091 CHF | 146,030 CHF | 91.32% | 91.32% |
| 07/11/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 433,247 CHF | 145,416 CHF | 98.70% | 98.70% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)