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 | 0.34% | 3.01 CHF | 3.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 892,518 CHF | 298,506 CHF | 99.44% | 99.44% |
| 19/11/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 897,304 CHF | 300,101 CHF | 99.44% | 99.44% |
| 18/11/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 899,874 CHF | 300,958 CHF | 97.69% | 97.69% |
| 15/11/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 881,522 CHF | 294,841 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 854,193 CHF | 285,731 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 859,645 CHF | 287,548 CHF | 97.02% | 97.02% |
| 12/11/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 858,615 CHF | 287,205 CHF | 96.97% | 96.97% |
| 11/11/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 844,099 CHF | 282,366 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 827,584 CHF | 276,861 CHF | 99.28% | 99.28% |
| 07/11/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 830,974 CHF | 277,992 CHF | 98.69% | 98.69% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)