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 | 0.64% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 699,382 CHF | 234,627 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 705,057 CHF | 236,519 CHF | 98.95% | 98.95% |
| 18/11/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 701,443 CHF | 235,314 CHF | 97.56% | 97.56% |
| 15/11/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 699,011 CHF | 234,504 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 678,590 CHF | 227,697 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 638,539 CHF | 214,346 CHF | 96.93% | 96.93% |
| 12/11/2024 | 0.67% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 666,082 CHF | 223,527 CHF | 96.82% | 96.82% |
| 11/11/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 698,957 CHF | 234,486 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 709,895 CHF | 238,132 CHF | 90.60% | 90.60% |
| 07/11/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 738,985 CHF | 247,828 CHF | 98.70% | 98.70% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)