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 | 1.07% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,682 CHF | 46,902 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,143 CHF | 47,286 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,499 CHF | 45,083 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 51,165 CHF | 43,138 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.12% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,350 CHF | 44,959 CHF | 99.44% | 99.44% |
| 13/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 49,519 | 54,423 CHF | 45,409 CHF | 98.88% | 98.88% |
| 12/11/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,141 CHF | 44,784 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,827 CHF | 40,377 CHF | 100.00% | 100.00% |
| 08/11/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,425 CHF | 20,045 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.49% | 0.70 CHF | 0.71 CHF | 80,000 | 25,000 | 80,000 | 24,740 | 53,890 CHF | 16,916 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)