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 | 2.19% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 117,053 | 75,000 | 52,820 CHF | 34,619 CHF | 94.79% | 94.79% |
| 19/11/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 110,976 | 75,000 | 52,933 CHF | 36,543 CHF | 100.00% | 100.00% |
| 18/11/2024 | 3.23% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 68,193 | 51,451 | 29,811 CHF | 23,059 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 119,666 | 75,000 | 51,877 CHF | 33,280 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.16% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 114,651 | 75,000 | 52,471 CHF | 35,123 CHF | 83.69% | 83.69% |
| 13/11/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 110,000 | 74,112 | 52,514 CHF | 36,121 CHF | 94.16% | 94.16% |
| 12/11/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 110,000 | 75,000 | 109,957 | 75,000 | 52,886 CHF | 36,824 CHF | 84.38% | 84.38% |
| 11/11/2024 | 2.52% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 130,204 | 75,000 | 51,090 CHF | 30,184 CHF | 94.79% | 94.79% |
| 08/11/2024 | 2.22% | 0.42 CHF | 0.43 CHF | 120,000 | 75,000 | 118,219 | 75,000 | 52,673 CHF | 34,184 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.30% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 117,007 | 72,251 | 52,934 CHF | 33,382 CHF | 93.52% | 93.52% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)