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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,249 CHF | 133,583 CHF | 96.65% | 98.41% |
| 22/11/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,230 CHF | 127,243 CHF | 98.87% | 98.87% |
| 20/11/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 307,629 CHF | 104,043 CHF | 99.17% | 99.17% |
| 19/11/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 297,867 CHF | 100,789 CHF | 99.16% | 99.16% |
| 18/11/2024 | 1.53% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 292,229 CHF | 98,910 CHF | 99.24% | 99.24% |
| 15/11/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,742 CHF | 106,747 CHF | 99.26% | 99.26% |
| 14/11/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,192 CHF | 120,897 CHF | 97.70% | 97.70% |
| 13/11/2024 | 1.15% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,223 CHF | 130,908 CHF | 99.23% | 99.23% |
| 12/11/2024 | 1.05% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 429,612 CHF | 144,704 CHF | 94.63% | 97.00% |
| 11/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 461,598 CHF | 155,366 CHF | 19.72% | 98.88% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)