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 | 1.54% | 1.24 CHF | 1.26 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 69,704 CHF | 70,784 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.60% | 1.27 CHF | 1.29 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 66,912 CHF | 67,992 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.60% | 1.25 CHF | 1.27 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 67,133 CHF | 68,213 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.53% | 1.26 CHF | 1.28 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 70,285 CHF | 71,365 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.50% | 1.39 CHF | 1.41 CHF | 54,000 | 54,000 | 53,976 | 53,976 | 71,705 CHF | 72,785 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.63% | 1.23 CHF | 1.25 CHF | 54,000 | 54,000 | 54,210 | 54,210 | 66,110 CHF | 67,194 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.52% | 1.26 CHF | 1.28 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 70,631 CHF | 71,711 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.37% | 1.44 CHF | 1.46 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 75,568 CHF | 76,608 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.40% | 1.39 CHF | 1.41 CHF | 54,000 | 54,000 | 52,727 | 52,727 | 74,659 CHF | 75,713 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.29% | 1.50 CHF | 1.52 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 80,250 CHF | 81,290 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)