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 | 0.32% | 3.05 CHF | 3.06 CHF | 135,000 | 135,000 | 74,344 | 74,344 | 232,104 CHF | 232,849 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 135,000 | 135,000 | 74,052 | 74,052 | 226,792 CHF | 227,534 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 135,000 | 135,000 | 74,280 | 74,280 | 231,629 CHF | 232,373 CHF | 99.55% | 99.55% |
| 15/11/2024 | 0.31% | 3.13 CHF | 3.14 CHF | 135,000 | 135,000 | 74,073 | 74,073 | 238,771 CHF | 239,513 CHF | 99.72% | 99.72% |
| 14/11/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 130,000 | 130,000 | 71,745 | 71,745 | 236,296 CHF | 237,015 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 135,000 | 135,000 | 74,237 | 74,237 | 237,400 CHF | 238,144 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 135,000 | 135,000 | 74,241 | 74,241 | 233,480 CHF | 234,224 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 135,000 | 135,000 | 74,254 | 74,254 | 238,097 CHF | 238,841 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 135,000 | 135,000 | 74,413 | 74,413 | 240,415 CHF | 241,161 CHF | 99.18% | 99.18% |
| 07/11/2024 | 0.32% | 3.24 CHF | 3.25 CHF | 135,000 | 135,000 | 74,208 | 74,208 | 236,343 CHF | 237,087 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)