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 | 1.03% | 0.97 CHF | 0.98 CHF | 186,000 | 186,000 | 185,688 | 185,688 | 179,806 CHF | 181,662 CHF | 100.00% | 100.00% |
| 19/11/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 184,000 | 184,000 | 183,991 | 183,991 | 175,508 CHF | 177,348 CHF | 100.00% | 100.00% |
| 18/11/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 180,000 | 180,000 | 178,639 | 178,639 | 161,991 CHF | 163,777 CHF | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 179,000 | 179,000 | 180,008 | 180,008 | 165,536 CHF | 167,336 CHF | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 182,000 | 182,000 | 184,355 | 184,355 | 176,803 CHF | 178,646 CHF | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 187,000 | 187,000 | 188,263 | 188,263 | 186,847 CHF | 188,730 CHF | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 190,000 | 190,000 | 188,634 | 188,634 | 187,884 CHF | 189,770 CHF | 99.85% | 99.85% |
| 11/11/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 183,000 | 183,000 | 183,007 | 183,007 | 173,340 CHF | 175,171 CHF | 99.69% | 99.69% |
| 08/11/2024 | 1.45% | 0.97 CHF | 0.98 CHF | 185,000 | 185,000 | 148,725 | 148,725 | 139,675 CHF | 141,492 CHF | 98.83% | 98.83% |
| 07/11/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 169,000 | 169,000 | 170,177 | 170,177 | 140,620 CHF | 142,322 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)