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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 19/12/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 311,442 CHF | 314,473 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 305,000 | 305,000 | 303,651 | 303,651 | 318,958 CHF | 321,995 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 327,870 CHF | 330,930 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 310,000 | 310,000 | 307,575 | 307,575 | 329,244 CHF | 332,322 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 300,000 | 300,000 | 299,348 | 299,348 | 307,896 CHF | 310,892 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 310,000 | 310,000 | 308,507 | 308,507 | 327,145 CHF | 330,232 CHF | 100.00% | 100.00% |
| 11/12/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 315,000 | 315,000 | 311,040 | 311,040 | 330,644 CHF | 333,760 CHF | 100.00% | 100.00% |
| 10/12/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 315,000 | 315,000 | 313,842 | 313,842 | 336,775 CHF | 339,913 CHF | 100.00% | 100.00% |
| 09/12/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 351,028 CHF | 354,215 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 325,000 | 325,000 | 322,508 | 322,508 | 360,550 CHF | 363,775 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)