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 | 0.70% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 142,472 CHF | 143,472 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,894 CHF | 144,894 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,273 CHF | 137,273 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 130,056 CHF | 131,056 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 118,400 CHF | 119,400 CHF | 99.24% | 99.24% |
| 13/11/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 99,704 | 99,704 | 111,306 CHF | 112,318 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,134 CHF | 114,134 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,003 CHF | 107,003 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 111,589 CHF | 112,589 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 100,000 | 100,000 | 98,697 | 98,697 | 104,729 CHF | 105,755 CHF | 98.74% | 98.74% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)