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 | 0.47% | 2.32 CHF | 2.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 176,700 CHF | 177,526 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 2.27 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,830 CHF | 114,371 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.46% | 2.30 CHF | 2.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 172,194 CHF | 172,994 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.48% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,108 CHF | 110,640 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.54% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 48,165 | 48,165 | 106,509 CHF | 107,065 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.50% | 2.31 CHF | 2.32 CHF | 75,000 | 75,000 | 74,191 | 74,130 | 171,287 CHF | 172,006 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,426 CHF | 113,926 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.46% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,795 CHF | 119,346 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,682 CHF | 118,236 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.49% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 48,045 | 48,045 | 116,328 CHF | 116,858 CHF | 97.66% | 97.66% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)