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 | 2.37% | 0.42 CHF | 0.43 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 75,052 CHF | 76,852 CHF | 100.00% | 100.00% |
| 19/11/2024 | 2.27% | 0.41 CHF | 0.42 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 78,404 CHF | 80,204 CHF | 100.00% | 100.00% |
| 18/11/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 73,359 CHF | 75,159 CHF | 100.00% | 100.00% |
| 15/11/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 74,419 CHF | 76,219 CHF | 100.00% | 100.00% |
| 14/11/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 180,000 | 180,000 | 181,848 | 181,848 | 85,447 CHF | 87,265 CHF | 99.33% | 99.33% |
| 13/11/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 100,259 CHF | 102,159 CHF | 100.00% | 100.00% |
| 12/11/2024 | 2.06% | 0.54 CHF | 0.55 CHF | 190,000 | 190,000 | 181,938 | 181,938 | 87,805 CHF | 89,624 CHF | 100.00% | 100.00% |
| 11/11/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 76,823 CHF | 78,623 CHF | 99.93% | 99.93% |
| 08/11/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 180,000 | 180,000 | 179,989 | 179,989 | 77,263 CHF | 79,062 CHF | 100.00% | 100.00% |
| 07/11/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 170,000 | 170,000 | 171,560 | 171,560 | 65,898 CHF | 67,614 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)