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 | 0.35% | 5.60 CHF | 5.62 CHF | 56,000 | 56,000 | 55,114 | 55,114 | 311,906 CHF | 313,009 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.37% | 5.41 CHF | 5.43 CHF | 57,000 | 57,000 | 56,964 | 56,964 | 306,565 CHF | 307,704 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.37% | 5.45 CHF | 5.47 CHF | 56,000 | 56,000 | 56,881 | 56,881 | 308,117 CHF | 309,255 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.36% | 5.44 CHF | 5.46 CHF | 57,000 | 57,000 | 56,103 | 56,103 | 307,331 CHF | 308,453 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.36% | 5.52 CHF | 5.54 CHF | 56,000 | 56,000 | 56,000 | 56,000 | 309,817 CHF | 310,937 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.36% | 5.58 CHF | 5.60 CHF | 56,000 | 56,000 | 55,680 | 55,680 | 311,462 CHF | 312,575 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 5.59 CHF | 5.61 CHF | 56,000 | 56,000 | 55,081 | 55,081 | 314,647 CHF | 315,749 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.34% | 5.82 CHF | 5.84 CHF | 54,000 | 54,000 | 54,014 | 54,014 | 314,758 CHF | 315,838 CHF | 99.69% | 99.69% |
| 08/11/2024 | 0.35% | 5.71 CHF | 5.73 CHF | 55,000 | 55,000 | 55,025 | 55,025 | 312,004 CHF | 313,104 CHF | 98.83% | 98.83% |
| 07/11/2024 | 0.35% | 5.69 CHF | 5.71 CHF | 55,000 | 55,000 | 55,021 | 55,021 | 313,626 CHF | 314,727 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)