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 | 0.86% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 519,678 CHF | 174,726 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 527,877 CHF | 177,459 CHF | 98.90% | 98.90% |
| 18/11/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 559,941 CHF | 188,147 CHF | 97.65% | 97.65% |
| 15/11/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 556,228 CHF | 186,909 CHF | 99.37% | 99.37% |
| 14/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 539,023 CHF | 181,174 CHF | 99.37% | 99.37% |
| 13/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 535,583 CHF | 180,028 CHF | 96.85% | 96.85% |
| 12/11/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 550,653 CHF | 185,051 CHF | 96.91% | 96.91% |
| 11/11/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 569,191 CHF | 191,230 CHF | 99.39% | 99.39% |
| 08/11/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,790 CHF | 182,097 CHF | 91.26% | 91.26% |
| 07/11/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 561,030 CHF | 188,510 CHF | 98.69% | 98.69% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)