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 | 0.19% | 5.39 CHF | 5.40 CHF | 168,000 | 168,000 | 74,846 | 74,846 | 408,470 CHF | 409,221 CHF | 99.90% | 99.90% |
| 19/11/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 168,000 | 168,000 | 75,401 | 75,401 | 405,651 CHF | 406,407 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 166,000 | 166,000 | 74,332 | 74,332 | 409,525 CHF | 410,270 CHF | 99.90% | 99.90% |
| 15/11/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 166,000 | 166,000 | 71,675 | 71,675 | 408,459 CHF | 409,181 CHF | 99.69% | 99.69% |
| 14/11/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 160,000 | 160,000 | 69,668 | 69,668 | 416,667 CHF | 417,365 CHF | 99.99% | 99.99% |
| 13/11/2024 | 0.18% | 5.88 CHF | 5.89 CHF | 160,000 | 160,000 | 72,224 | 72,224 | 416,850 CHF | 417,573 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.18% | 5.60 CHF | 5.61 CHF | 164,000 | 164,000 | 73,237 | 73,237 | 412,431 CHF | 413,165 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 164,000 | 164,000 | 72,760 | 72,760 | 412,919 CHF | 413,648 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 164,000 | 164,000 | 73,305 | 73,305 | 416,199 CHF | 416,933 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.18% | 5.74 CHF | 5.75 CHF | 164,000 | 164,000 | 73,575 | 73,575 | 416,510 CHF | 417,248 CHF | 99.33% | 99.33% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)