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 | 0.36% | 2.77 CHF | 2.78 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 133,727 CHF | 134,207 CHF | 99.49% | 99.49% |
| 19/11/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 132,217 CHF | 132,697 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 127,836 CHF | 128,316 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,727 CHF | 128,227 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,643 CHF | 124,143 CHF | 98.50% | 98.50% |
| 13/11/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,828 CHF | 126,328 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,212 CHF | 127,712 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 48,000 | 48,000 | 48,004 | 48,004 | 126,749 CHF | 127,229 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,572 CHF | 121,072 CHF | 98.29% | 98.29% |
| 07/11/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,434 CHF | 123,934 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)