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 | 0.95% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 313,026 CHF | 105,342 CHF | 99.00% | 99.00% |
| 19/11/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 311,643 CHF | 104,881 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 306,929 CHF | 103,310 CHF | 97.63% | 97.63% |
| 15/11/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,836 CHF | 99,946 CHF | 99.44% | 99.44% |
| 14/11/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 295,510 CHF | 99,503 CHF | 99.09% | 99.09% |
| 13/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,638 CHF | 97,213 CHF | 96.63% | 96.63% |
| 12/11/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 289,121 CHF | 97,374 CHF | 96.38% | 96.38% |
| 11/11/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 296,598 CHF | 99,866 CHF | 98.66% | 98.66% |
| 08/11/2024 | 1.09% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 274,748 CHF | 92,583 CHF | 90.62% | 90.62% |
| 07/11/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 264,532 CHF | 89,177 CHF | 98.68% | 98.68% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)