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 | 0.73% | 1.36 CHF | 1.37 CHF | 186,000 | 186,000 | 185,688 | 185,688 | 251,781 CHF | 253,638 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 184,000 | 184,000 | 183,991 | 183,991 | 246,834 CHF | 248,674 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 180,000 | 180,000 | 178,640 | 178,640 | 230,960 CHF | 232,746 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 179,000 | 179,000 | 180,008 | 180,008 | 235,281 CHF | 237,081 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 248,256 CHF | 250,100 CHF | 100.00% | 100.00% |
| 13/11/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 259,726 CHF | 261,608 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 190,000 | 190,000 | 188,634 | 188,634 | 260,913 CHF | 262,799 CHF | 99.85% | 99.85% |
| 11/11/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 183,000 | 183,000 | 183,007 | 183,007 | 244,207 CHF | 246,037 CHF | 99.65% | 99.65% |
| 08/11/2024 | 1.03% | 1.35 CHF | 1.36 CHF | 185,000 | 185,000 | 148,786 | 148,786 | 197,274 CHF | 199,091 CHF | 98.72% | 98.72% |
| 07/11/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 206,443 CHF | 208,144 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)