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 | 8.61% | 0.10 CHF | 0.12 CHF | 500,000 | 75,000 | 455,110 | 75,000 | 50,576 CHF | 9,092 CHF | 14.13% | 100.00% |
| 19/11/2024 | 9.33% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 490,541 | 75,000 | 50,141 CHF | 8,427 CHF | 99.99% | 99.99% |
| 18/11/2024 | 10.14% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 451,444 | 63,972 | 50,557 CHF | 7,877 CHF | 100.00% | 100.00% |
| 15/11/2024 | 8.18% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 428,210 | 74,909 | 50,333 CHF | 9,567 CHF | 100.00% | 100.00% |
| 14/11/2024 | 8.62% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 453,105 | 75,000 | 50,296 CHF | 9,113 CHF | 94.67% | 94.67% |
| 13/11/2024 | 9.91% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 500,000 | 74,473 | 48,597 CHF | 7,990 CHF | 99.25% | 99.25% |
| 12/11/2024 | 9.78% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 48,739 CHF | 8,061 CHF | 98.32% | 98.32% |
| 11/11/2024 | 8.46% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 446,182 | 75,000 | 50,531 CHF | 9,259 CHF | 100.00% | 100.00% |
| 08/11/2024 | 10.21% | 0.11 CHF | 0.12 CHF | 460,000 | 75,000 | 326,617 | 64,968 | 38,629 CHF | 8,428 CHF | 97.48% | 97.48% |
| 07/11/2024 | 6.03% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 299,903 | 72,309 | 50,782 CHF | 13,099 CHF | 95.57% | 95.57% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)