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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.17% | 9.73 CHF | 9.74 CHF | 100,000 | 100,000 | 94,084 | 94,084 | 960,742 CHF | 961,830 CHF | 99.93% | 99.93% |
| 22/11/2024 | 0.16% | 10.81 CHF | 10.82 CHF | 100,000 | 100,000 | 84,369 | 84,369 | 907,739 CHF | 909,039 CHF | 100.00% | 100.00% |
| 20/11/2024 | 0.10% | 10.55 CHF | 10.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,046,750 CHF | 1,047,750 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.11% | 10.56 CHF | 10.57 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,057,910 CHF | 1,058,930 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.10% | 10.69 CHF | 10.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,038,060 CHF | 1,039,060 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.12% | 10.11 CHF | 10.12 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 996,910 CHF | 997,932 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.11% | 10.00 CHF | 10.01 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 961,618 CHF | 962,627 CHF | 99.29% | 99.29% |
| 13/11/2024 | 0.10% | 10.25 CHF | 10.26 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 1,031,020 CHF | 1,032,030 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.10% | 10.08 CHF | 10.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 999,996 CHF | 1,001,000 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,050,980 CHF | 1,051,980 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)