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 | 0.82% | 1.23 CHF | 1.24 CHF | 140,000 | 140,000 | 136,193 | 136,193 | 165,781 CHF | 167,143 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 136,000 | 136,000 | 138,683 | 138,683 | 171,898 CHF | 173,285 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 136,000 | 136,000 | 134,994 | 134,994 | 162,121 CHF | 163,471 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 132,000 | 132,000 | 132,280 | 132,280 | 157,653 CHF | 158,976 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 136,000 | 136,000 | 137,327 | 137,327 | 169,826 CHF | 171,200 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 140,000 | 140,000 | 136,398 | 136,398 | 167,836 CHF | 169,200 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 136,000 | 136,000 | 135,438 | 135,438 | 163,388 CHF | 164,742 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 132,000 | 132,000 | 135,306 | 135,306 | 163,127 CHF | 164,481 CHF | 99.64% | 99.64% |
| 08/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 136,000 | 136,000 | 134,834 | 134,834 | 162,952 CHF | 164,300 CHF | 99.43% | 99.43% |
| 07/11/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 166,098 CHF | 167,452 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)