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 | 0.64% | 1.51 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,577 CHF | 31,489 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.66% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,479 CHF | 30,440 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 60,660 CHF | 30,530 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.63% | 1.54 CHF | 1.55 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 62,968 CHF | 31,684 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,989 CHF | 32,195 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40,000 | 20,000 | 40,000 | 19,804 | 59,737 CHF | 29,779 CHF | 98.88% | 98.88% |
| 12/11/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 63,105 CHF | 31,753 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 51,711 CHF | 34,674 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 40,000 | 20,000 | 33,530 | 20,000 | 56,470 CHF | 33,955 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 30,000 | 20,000 | 30,000 | 19,351 | 54,377 CHF | 35,290 CHF | 99.06% | 99.06% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)