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 | 0.72% | 1.27 CHF | 1.28 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 312,619 CHF | 104,956 CHF | 98.15% | 98.15% |
| 19/11/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 285,478 CHF | 95,909 CHF | 96.47% | 96.47% |
| 18/11/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 325,988 CHF | 109,413 CHF | 96.80% | 96.80% |
| 15/11/2024 | 0.63% | 1.51 CHF | 1.52 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 357,629 CHF | 119,960 CHF | 96.09% | 96.09% |
| 14/11/2024 | 0.63% | 1.68 CHF | 1.69 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 355,062 CHF | 119,104 CHF | 98.78% | 98.78% |
| 13/11/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 290,371 CHF | 97,540 CHF | 98.98% | 98.98% |
| 12/11/2024 | 0.64% | 1.32 CHF | 1.33 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 349,917 CHF | 117,389 CHF | 98.57% | 98.57% |
| 11/11/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 407,306 CHF | 136,519 CHF | 97.85% | 97.85% |
| 08/11/2024 | 0.61% | 1.57 CHF | 1.58 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 366,600 CHF | 122,950 CHF | 98.79% | 98.79% |
| 07/11/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 393,340 CHF | 131,863 CHF | 98.20% | 98.20% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)