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 | 1.26% | 0.81 CHF | 0.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 237,549 CHF | 240,549 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 238,917 CHF | 241,917 CHF | 99.91% | 99.91% |
| 18/11/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 297,070 | 297,070 | 227,591 CHF | 230,562 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 290,000 | 290,000 | 290,584 | 290,584 | 215,532 CHF | 218,438 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 201,618 CHF | 204,518 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.48% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 284,459 | 284,459 | 190,469 CHF | 193,313 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 285,348 | 285,348 | 192,256 CHF | 195,109 CHF | 99.93% | 99.93% |
| 11/11/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 181,067 CHF | 183,867 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 284,002 | 284,002 | 189,796 CHF | 192,636 CHF | 98.97% | 98.97% |
| 07/11/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 181,281 CHF | 184,081 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)