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 | 1.11% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 268,694 CHF | 90,565 CHF | 97.80% | 97.80% |
| 19/11/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 276,982 CHF | 93,327 CHF | 94.33% | 94.33% |
| 18/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,336 CHF | 97,112 CHF | 94.61% | 94.61% |
| 15/11/2024 | 1.04% | 1.01 CHF | 1.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 286,905 CHF | 96,635 CHF | 96.44% | 96.44% |
| 14/11/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 284,512 CHF | 95,837 CHF | 97.73% | 97.73% |
| 13/11/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 288,473 CHF | 97,158 CHF | 95.00% | 95.00% |
| 12/11/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 300,249 CHF | 101,083 CHF | 96.40% | 96.40% |
| 11/11/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 305,968 CHF | 102,989 CHF | 97.80% | 97.80% |
| 08/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 319,522 CHF | 107,507 CHF | 92.39% | 92.39% |
| 07/11/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 326,747 CHF | 109,916 CHF | 98.18% | 98.18% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)