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 | 1.76% | 2.00 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,953 CHF | 104,779 CHF | 98.99% | 98.99% |
| 19/11/2024 | 1.29% | 1.82 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,675 CHF | 90,843 CHF | 96.67% | 96.67% |
| 18/11/2024 | 1.43% | 1.86 CHF | 1.88 CHF | 50,000 | 50,000 | 45,589 | 44,486 | 83,142 CHF | 82,233 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.25% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,307 CHF | 95,489 CHF | 97.44% | 97.44% |
| 14/11/2024 | 1.19% | 1.93 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,931 CHF | 98,094 CHF | 99.42% | 99.42% |
| 13/11/2024 | 1.19% | 1.98 CHF | 2.01 CHF | 50,000 | 50,000 | 49,548 | 49,435 | 99,127 CHF | 100,078 CHF | 98.11% | 98.11% |
| 12/11/2024 | 1.10% | 1.99 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,818 CHF | 106,993 CHF | 99.54% | 99.54% |
| 11/11/2024 | 1.06% | 2.23 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,470 CHF | 112,657 CHF | 99.90% | 99.90% |
| 08/11/2024 | 1.12% | 2.09 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,560 CHF | 104,731 CHF | 63.37% | 63.37% |
| 07/11/2024 | 1.13% | 2.10 CHF | 2.12 CHF | 50,000 | 50,000 | 48,899 | 48,624 | 103,095 CHF | 103,690 CHF | 93.45% | 93.45% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)