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 | 2.80% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 105,655 CHF | 108,655 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.62% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 113,212 CHF | 116,212 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 101,625 CHF | 104,625 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 99,204 CHF | 102,204 CHF | 98.67% | 98.67% |
| 14/11/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 299,990 | 299,996 | 97,289 CHF | 100,291 CHF | 99.79% | 99.79% |
| 13/11/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 116,131 CHF | 119,131 CHF | 99.95% | 99.95% |
| 12/11/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 120,021 CHF | 123,021 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 127,620 CHF | 130,620 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.97% | 0.48 CHF | 0.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 150,781 CHF | 153,781 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.07% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 143,301 CHF | 146,301 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)