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 | 0.75% | 94.32 % | 95.03 % | 212,000 | 210,000 | 210,715 | 209,148 | 199,527 CHF | 199,529 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.75% | 94.54 % | 95.25 % | 211,000 | 209,000 | 210,520 | 209,034 | 199,481 CHF | 199,558 CHF | 99.97% | 99.97% |
| 18/11/2024 | 0.75% | 96.34 % | 97.07 % | 207,000 | 206,000 | 207,225 | 205,534 | 199,601 CHF | 199,472 CHF | 99.94% | 99.94% |
| 15/11/2024 | 0.75% | 95.39 % | 96.10 % | 209,000 | 208,000 | 208,178 | 206,464 | 199,607 CHF | 199,460 CHF | 99.94% | 99.94% |
| 14/11/2024 | 0.75% | 96.88 % | 97.61 % | 206,000 | 204,000 | 196,091 | 204,261 | 190,072 CHF | 199,519 CHF | 99.90% | 99.90% |
| 13/11/2024 | 0.75% | 96.21 % | 96.94 % | 207,000 | 206,000 | 206,756 | 205,243 | 199,487 CHF | 199,524 CHF | 99.99% | 99.99% |
| 12/11/2024 | 0.75% | 96.51 % | 97.24 % | 207,000 | 205,000 | 206,139 | 204,753 | 199,413 CHF | 199,568 CHF | 99.98% | 99.98% |
| 11/11/2024 | 0.74% | 97.55 % | 98.28 % | 205,000 | 203,000 | 203,833 | 202,127 | 199,597 CHF | 199,402 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 97.09 % | 97.82 % | 205,000 | 204,000 | 204,675 | 203,276 | 199,438 CHF | 199,558 CHF | 99.99% | 99.99% |
| 07/11/2024 | 0.74% | 97.81 % | 98.54 % | 204,000 | 202,000 | 203,677 | 201,993 | 199,577 CHF | 199,407 CHF | 99.99% | 99.99% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)