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 | 2.72% | 1.03 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 81,607 CHF | 83,857 CHF | 98.82% | 98.82% |
| 19/11/2024 | 1.88% | 1.03 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,012 CHF | 80,512 CHF | 99.84% | 99.84% |
| 18/11/2024 | 2.09% | 1.08 CHF | 1.10 CHF | 75,000 | 75,000 | 70,189 | 70,189 | 72,979 CHF | 74,479 CHF | 96.02% | 96.02% |
| 15/11/2024 | 1.98% | 1.03 CHF | 1.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 75,140 CHF | 76,640 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.17% | 0.97 CHF | 0.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,429 CHF | 69,929 CHF | 99.57% | 99.57% |
| 13/11/2024 | 2.40% | 0.84 CHF | 0.86 CHF | 75,000 | 75,000 | 74,809 | 74,442 | 62,262 CHF | 63,454 CHF | 99.32% | 99.32% |
| 12/11/2024 | 2.40% | 0.75 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,780 CHF | 63,280 CHF | 99.36% | 99.36% |
| 11/11/2024 | 2.16% | 0.93 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,744 CHF | 70,244 CHF | 93.97% | 93.97% |
| 08/11/2024 | 2.44% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,653 CHF | 62,153 CHF | 99.79% | 99.79% |
| 07/11/2024 | 2.20% | 0.90 CHF | 0.92 CHF | 75,000 | 75,000 | 74,215 | 73,692 | 68,578 CHF | 69,578 CHF | 96.70% | 96.70% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)