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 | 1.07% | 0.92 CHF | 0.93 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 98,773 CHF | 99,833 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 106,000 | 106,000 | 104,754 | 104,754 | 100,300 CHF | 101,348 CHF | 99.86% | 99.86% |
| 18/11/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 104,000 | 104,000 | 105,687 | 105,687 | 98,322 CHF | 99,379 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 106,000 | 106,000 | 106,132 | 106,132 | 98,380 CHF | 99,442 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 104,000 | 104,000 | 105,393 | 105,393 | 100,767 CHF | 101,821 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.10% | 1.03 CHF | 1.04 CHF | 104,000 | 104,000 | 106,602 | 106,602 | 96,506 CHF | 97,572 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 1.02 CHF | 1.03 CHF | 104,000 | 104,000 | 99,989 | 99,989 | 117,456 CHF | 118,456 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 122,676 CHF | 123,656 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 98,000 | 98,000 | 99,560 | 99,560 | 118,821 CHF | 119,816 CHF | 98.89% | 98.89% |
| 07/11/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 100,000 | 100,000 | 98,245 | 98,245 | 118,963 CHF | 119,946 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)