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 | 521,903 CHF | 175,468 CHF | 99.37% | 99.37% |
| 19/11/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 524,559 CHF | 176,353 CHF | 99.37% | 99.37% |
| 18/11/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 511,138 CHF | 171,879 CHF | 99.26% | 99.26% |
| 15/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 492,679 CHF | 165,726 CHF | 99.38% | 99.38% |
| 14/11/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 499,046 CHF | 167,849 CHF | 99.36% | 99.36% |
| 13/11/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 493,666 CHF | 166,055 CHF | 99.38% | 99.38% |
| 12/11/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 531,788 CHF | 178,763 CHF | 99.37% | 99.37% |
| 11/11/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 570,455 CHF | 191,652 CHF | 99.38% | 99.38% |
| 08/11/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 572,714 CHF | 192,405 CHF | 99.38% | 99.38% |
| 07/11/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 584,980 CHF | 196,493 CHF | 98.37% | 98.37% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)