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 | 0.93% | 1.09 CHF | 1.10 CHF | 175,000 | 175,000 | 170,242 | 170,242 | 182,305 CHF | 184,007 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 170,000 | 170,000 | 173,354 | 173,354 | 189,056 CHF | 190,790 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 170,000 | 170,000 | 168,743 | 168,743 | 178,708 CHF | 180,396 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 165,000 | 165,000 | 165,350 | 165,350 | 174,106 CHF | 175,760 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 170,000 | 170,000 | 171,657 | 171,657 | 187,047 CHF | 188,764 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 175,000 | 175,000 | 170,498 | 170,498 | 185,037 CHF | 186,742 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 170,000 | 170,000 | 169,298 | 169,298 | 180,490 CHF | 182,183 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 165,000 | 165,000 | 169,133 | 169,133 | 180,265 CHF | 181,956 CHF | 99.65% | 99.65% |
| 08/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 170,000 | 170,000 | 168,543 | 168,543 | 180,069 CHF | 181,754 CHF | 99.47% | 99.47% |
| 07/11/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 183,208 CHF | 184,901 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)