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% | 5.18 CHF | 5.19 CHF | 42,000 | 42,000 | 41,326 | 41,326 | 215,702 CHF | 216,116 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.20% | 5.13 CHF | 5.14 CHF | 42,000 | 42,000 | 42,166 | 42,166 | 214,772 CHF | 215,194 CHF | 97.93% | 97.93% |
| 18/11/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 41,000 | 41,000 | 40,509 | 40,509 | 218,546 CHF | 218,951 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.18% | 5.43 CHF | 5.44 CHF | 40,000 | 40,000 | 39,055 | 39,055 | 216,223 CHF | 216,614 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 39,000 | 39,000 | 39,050 | 39,050 | 215,513 CHF | 215,903 CHF | 98.58% | 98.58% |
| 13/11/2024 | 0.18% | 5.40 CHF | 5.41 CHF | 40,000 | 40,000 | 39,824 | 39,824 | 216,064 CHF | 216,463 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.18% | 5.33 CHF | 5.34 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 216,189 CHF | 216,587 CHF | 99.90% | 99.90% |
| 11/11/2024 | 0.18% | 5.45 CHF | 5.46 CHF | 40,000 | 40,000 | 39,962 | 39,962 | 215,854 CHF | 216,254 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 40,000 | 40,000 | 40,270 | 40,270 | 213,760 CHF | 214,163 CHF | 98.60% | 98.60% |
| 07/11/2024 | 0.18% | 5.35 CHF | 5.36 CHF | 40,000 | 40,000 | 39,757 | 39,757 | 215,814 CHF | 216,212 CHF | 100.00% | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)