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 | 1.78% | 0.54 CHF | 0.55 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 75,178 CHF | 76,528 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.85% | 0.55 CHF | 0.56 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 72,292 CHF | 73,642 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 72,446 CHF | 73,796 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 75,798 CHF | 77,148 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 135,000 | 135,000 | 134,942 | 134,942 | 77,166 CHF | 78,516 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 135,000 | 135,000 | 135,525 | 135,525 | 71,636 CHF | 72,991 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 135,000 | 135,000 | 135,000 | 135,000 | 76,076 CHF | 77,426 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 80,735 CHF | 82,035 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 135,000 | 135,000 | 131,817 | 131,817 | 79,919 CHF | 81,237 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 85,499 CHF | 86,799 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)