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 | 1.57% | 0.62 CHF | 0.63 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 107,787 CHF | 109,487 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 108,787 CHF | 110,487 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 108,218 CHF | 109,918 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 107,596 CHF | 109,296 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 103,910 CHF | 105,610 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 170,000 | 170,000 | 171,306 | 171,306 | 97,079 CHF | 98,792 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.66% | 0.56 CHF | 0.57 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 101,830 CHF | 103,530 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 108,195 CHF | 109,895 CHF | 99.93% | 99.93% |
| 08/11/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 109,891 CHF | 111,591 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 115,640 CHF | 117,340 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)