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 | 1.68% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,053 CHF | 60,053 CHF | 99.00% | 99.00% |
| 19/11/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,058 CHF | 53,058 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,869 CHF | 52,869 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.78% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,725 CHF | 56,725 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,412 CHF | 62,412 CHF | 99.22% | 99.22% |
| 13/11/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 99,559 | 99,160 | 65,089 CHF | 65,823 CHF | 99.36% | 99.36% |
| 12/11/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,227 CHF | 73,227 CHF | 100.00% | 100.00% |
| 11/11/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,846 CHF | 62,846 CHF | 99.41% | 99.41% |
| 08/11/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,350 CHF | 58,350 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,161 | 97,395 | 63,751 CHF | 63,640 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)