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 | 0.09% | 11.29 CHF | 11.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,120,690 CHF | 1,121,690 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.10% | 11.29 CHF | 11.30 CHF | 100,000 | 100,000 | 98,650 | 98,650 | 1,130,630 CHF | 1,131,650 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.09% | 11.43 CHF | 11.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,112,110 CHF | 1,113,110 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.11% | 10.85 CHF | 10.86 CHF | 100,000 | 100,000 | 98,303 | 98,303 | 1,069,770 CHF | 1,070,790 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.10% | 10.74 CHF | 10.75 CHF | 100,000 | 100,000 | 99,349 | 99,349 | 1,035,300 CHF | 1,036,310 CHF | 99.29% | 99.29% |
| 13/11/2024 | 0.10% | 10.99 CHF | 11.00 CHF | 100,000 | 100,000 | 99,418 | 99,418 | 1,104,230 CHF | 1,105,240 CHF | 96.48% | 96.48% |
| 12/11/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,073,530 CHF | 1,074,530 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.09% | 10.72 CHF | 10.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,124,300 CHF | 1,125,300 CHF | 99.99% | 99.99% |
| 08/11/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,156,050 CHF | 1,157,050 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.09% | 11.79 CHF | 11.80 CHF | 100,000 | 100,000 | 99,694 | 99,694 | 1,141,480 CHF | 1,142,490 CHF | 99.92% | 99.92% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)