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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 19/12/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 114,000 | 114,000 | 109,157 | 109,157 | 131,664 CHF | 132,758 CHF | 100.00% | 100.00% |
| 18/12/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 112,000 | 112,000 | 107,236 | 107,236 | 125,321 CHF | 126,394 CHF | 100.00% | 100.00% |
| 17/12/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 124,864 CHF | 125,936 CHF | 100.00% | 100.00% |
| 16/12/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 110,000 | 110,000 | 106,147 | 106,147 | 118,116 CHF | 119,178 CHF | 100.00% | 100.00% |
| 13/12/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 108,000 | 108,000 | 104,698 | 104,698 | 112,077 CHF | 113,125 CHF | 100.00% | 100.00% |
| 12/12/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 106,000 | 106,000 | 102,161 | 102,161 | 103,031 CHF | 104,054 CHF | 100.00% | 100.00% |
| 11/12/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 104,000 | 104,000 | 102,360 | 102,360 | 102,555 CHF | 103,580 CHF | 100.00% | 100.00% |
| 10/12/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 104,000 | 104,000 | 102,042 | 102,042 | 100,546 CHF | 101,566 CHF | 100.00% | 100.00% |
| 09/12/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 104,000 | 104,000 | 101,634 | 101,634 | 98,902 CHF | 99,918 CHF | 100.00% | 100.00% |
| 06/12/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 110,000 | 110,000 | 105,295 | 105,295 | 111,200 CHF | 112,253 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)