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 | 1.02% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 117,575 CHF | 118,775 CHF | 99.43% | 99.43% |
| 19/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 113,496 CHF | 114,696 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 116,327 CHF | 117,527 CHF | 99.88% | 99.88% |
| 15/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 115,560 CHF | 116,760 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 113,637 CHF | 114,837 CHF | 98.55% | 98.55% |
| 13/11/2024 | 1.04% | 0.92 CHF | 0.93 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 114,317 CHF | 115,517 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 119,319 CHF | 120,519 CHF | 99.88% | 99.88% |
| 11/11/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 121,667 CHF | 122,867 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 121,183 CHF | 122,383 CHF | 99.05% | 99.05% |
| 07/11/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 124,380 CHF | 125,580 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)