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 | 0.26% | 3.82 CHF | 3.83 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,368,740 CHF | 588,102 CHF | 99.43% | 99.43% |
| 19/11/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,336,530 CHF | 574,297 CHF | 99.42% | 99.42% |
| 18/11/2024 | 0.25% | 3.90 CHF | 3.91 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,373,030 CHF | 589,941 CHF | 97.72% | 97.72% |
| 15/11/2024 | 0.24% | 3.94 CHF | 3.95 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,441,500 CHF | 619,284 CHF | 99.42% | 99.42% |
| 14/11/2024 | 0.23% | 4.23 CHF | 4.24 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,511,640 CHF | 649,346 CHF | 99.42% | 99.42% |
| 13/11/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,437,230 CHF | 617,458 CHF | 97.01% | 97.01% |
| 12/11/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,406,140 CHF | 604,132 CHF | 96.88% | 96.88% |
| 11/11/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,425,070 CHF | 612,246 CHF | 99.44% | 99.44% |
| 08/11/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,423,580 CHF | 611,605 CHF | 99.34% | 99.34% |
| 07/11/2024 | 0.25% | 4.11 CHF | 4.12 CHF | 350,000 | 150,000 | 350,000 | 150,000 | 1,404,490 CHF | 603,426 CHF | 98.65% | 98.65% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)