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 | 0.91% | 1.11 CHF | 1.12 CHF | 208,000 | 208,000 | 207,965 | 207,965 | 227,720 CHF | 229,800 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 208,000 | 208,000 | 208,037 | 208,037 | 230,625 CHF | 232,705 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 203,000 | 203,000 | 205,399 | 205,399 | 220,997 CHF | 223,051 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 208,000 | 208,000 | 203,868 | 203,868 | 217,559 CHF | 219,597 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 203,000 | 203,000 | 207,189 | 207,189 | 227,135 CHF | 229,207 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 208,000 | 208,000 | 211,765 | 211,765 | 241,266 CHF | 243,384 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 1.17 CHF | 1.18 CHF | 213,000 | 213,000 | 208,821 | 208,821 | 235,145 CHF | 237,233 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 203,000 | 203,000 | 203,169 | 203,169 | 216,524 CHF | 218,556 CHF | 99.67% | 99.67% |
| 08/11/2024 | 0.99% | 1.09 CHF | 1.10 CHF | 208,000 | 208,000 | 198,389 | 198,389 | 209,804 CHF | 211,840 CHF | 98.78% | 98.78% |
| 07/11/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 194,000 | 194,000 | 194,669 | 194,669 | 181,572 CHF | 183,519 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)