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 | 0.56% | 1.78 CHF | 1.79 CHF | 186,000 | 186,000 | 185,690 | 185,690 | 330,443 CHF | 332,300 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 184,000 | 184,000 | 183,991 | 183,991 | 324,655 CHF | 326,495 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 180,000 | 180,000 | 178,640 | 178,640 | 306,752 CHF | 308,539 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 179,000 | 179,000 | 180,008 | 180,008 | 311,507 CHF | 313,307 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 326,320 CHF | 328,164 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 339,713 CHF | 341,596 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 190,000 | 190,000 | 188,633 | 188,633 | 340,955 CHF | 342,842 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 183,000 | 183,000 | 183,007 | 183,007 | 321,892 CHF | 323,722 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.78% | 1.78 CHF | 1.79 CHF | 185,000 | 185,000 | 148,800 | 148,800 | 260,543 CHF | 262,360 CHF | 98.70% | 98.70% |
| 07/11/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 278,551 CHF | 280,253 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)