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 | 0.94% | 1.06 CHF | 1.07 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 42,557 CHF | 42,957 CHF | 99.41% | 99.41% |
| 19/11/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 40,898 CHF | 41,298 CHF | 99.60% | 99.60% |
| 18/11/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 42,835 CHF | 43,235 CHF | 99.88% | 99.88% |
| 15/11/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 43,919 CHF | 44,319 CHF | 99.64% | 99.64% |
| 14/11/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 43,414 CHF | 43,814 CHF | 98.63% | 98.63% |
| 13/11/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 41,215 CHF | 41,615 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 45,013 CHF | 45,413 CHF | 99.86% | 99.86% |
| 11/11/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 45,776 CHF | 46,176 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 44,138 CHF | 44,538 CHF | 98.31% | 98.31% |
| 07/11/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 44,901 CHF | 45,301 CHF | 99.72% | 99.72% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)