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 | 1.04% | 0.89 CHF | 0.90 CHF | 104,000 | 104,000 | 102,739 | 102,739 | 98,688 CHF | 99,715 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 103,000 | 103,000 | 102,766 | 102,766 | 99,983 CHF | 101,010 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 0.99 CHF | 1.00 CHF | 102,000 | 102,000 | 103,126 | 103,126 | 95,805 CHF | 96,836 CHF | 46.22% | 100.00% |
| 15/11/2024 | 0.84% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 98,716 | 98,716 | 116,705 CHF | 117,692 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 96,000 | 96,000 | 96,672 | 96,672 | 127,719 CHF | 128,686 CHF | 99.88% | 100.00% |
| 13/11/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 103,000 | 103,000 | 102,417 | 102,417 | 99,208 CHF | 100,232 CHF | 100.00% | 100.00% |
| 12/11/2024 | 0.90% | 1.02 CHF | 1.09 CHF | 102,000 | 101,000 | 100,005 | 100,005 | 110,928 CHF | 111,928 CHF | 11.34% | 100.00% |
| 11/11/2024 | - | 1.02 CHF | 1.01 CHF | 102,000 | 11,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
| 08/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 103,000 | 103,000 | 102,718 | 102,718 | 97,294 CHF | 98,322 CHF | 100.00% | 100.00% |
| 07/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 102,000 | 102,000 | 102,629 | 102,629 | 95,967 CHF | 96,993 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)