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 | 0.51% | 1.92 CHF | 1.93 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,457,770 CHF | 488,424 CHF | 99.38% | 99.38% |
| 19/11/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,426,970 CHF | 478,157 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,334,720 CHF | 447,406 CHF | 99.25% | 99.25% |
| 15/11/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,226,370 CHF | 411,291 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.65% | 1.61 CHF | 1.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,148,030 CHF | 385,177 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,190,830 CHF | 399,445 CHF | 99.37% | 99.37% |
| 12/11/2024 | 0.61% | 1.55 CHF | 1.56 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,217,240 CHF | 408,247 CHF | 99.38% | 99.38% |
| 11/11/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,310,780 CHF | 439,427 CHF | 99.37% | 99.37% |
| 08/11/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,085,420 CHF | 364,306 CHF | 99.37% | 99.37% |
| 07/11/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 1,141,570 CHF | 383,024 CHF | 98.36% | 98.36% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)