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 | 0.62% | 1.58 CHF | 1.59 CHF | 38,000 | 38,000 | 37,222 | 37,222 | 60,276 CHF | 60,648 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 38,000 | 38,000 | 38,196 | 38,196 | 55,873 CHF | 56,255 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 38,000 | 38,000 | 37,149 | 37,149 | 60,878 CHF | 61,249 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 61,513 CHF | 61,883 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 61,216 CHF | 61,586 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 37,000 | 37,000 | 37,000 | 37,000 | 60,019 CHF | 60,389 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 37,000 | 37,000 | 36,978 | 36,978 | 62,988 CHF | 63,358 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 65,560 CHF | 65,920 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 64,672 CHF | 65,032 CHF | 98.30% | 98.30% |
| 07/11/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 36,000 | 36,000 | 35,992 | 35,992 | 67,408 CHF | 67,768 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)