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 | 0.38% | 2.67 CHF | 2.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,197,440 CHF | 400,647 CHF | 97.85% | 97.85% |
| 19/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,201,950 CHF | 402,149 CHF | 90.41% | 90.41% |
| 18/11/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,201,020 CHF | 401,840 CHF | 94.71% | 94.71% |
| 15/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,213,930 CHF | 406,144 CHF | 97.47% | 97.47% |
| 14/11/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,232,480 CHF | 412,327 CHF | 97.95% | 97.95% |
| 13/11/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,242,780 CHF | 415,761 CHF | 96.25% | 96.25% |
| 12/11/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,211,030 CHF | 405,177 CHF | 94.69% | 94.69% |
| 11/11/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,219,160 CHF | 407,887 CHF | 98.76% | 98.76% |
| 08/11/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,229,720 CHF | 411,406 CHF | 98.42% | 98.42% |
| 07/11/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 1,194,880 CHF | 399,795 CHF | 98.18% | 98.18% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)