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 | 0.59% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 506,836 CHF | 169,945 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 508,652 CHF | 170,551 CHF | 98.97% | 98.97% |
| 18/11/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 500,301 CHF | 167,767 CHF | 97.71% | 97.71% |
| 15/11/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 552,134 CHF | 185,045 CHF | 99.44% | 99.44% |
| 14/11/2024 | 0.52% | 1.98 CHF | 1.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 579,035 CHF | 194,012 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 508,615 CHF | 170,538 CHF | 96.93% | 96.93% |
| 12/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 526,630 CHF | 176,543 CHF | 96.84% | 96.84% |
| 11/11/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 520,391 CHF | 174,464 CHF | 99.47% | 99.47% |
| 08/11/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 504,987 CHF | 169,329 CHF | 91.32% | 91.32% |
| 07/11/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 503,436 CHF | 168,812 CHF | 98.71% | 98.71% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)