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 | 0.83% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 49,465 | 49,465 | 67,298 CHF | 67,850 CHF | 100.00% | 100.00% |
| 19/11/2024 | 0.80% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,272 CHF | 68,817 CHF | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,713 CHF | 67,256 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,682 CHF | 65,182 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,413 CHF | 65,913 CHF | 99.27% | 99.27% |
| 13/11/2024 | 0.88% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 49,774 | 49,375 | 64,401 CHF | 64,446 CHF | 99.40% | 99.40% |
| 12/11/2024 | 0.88% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,109 CHF | 69,723 CHF | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,396 CHF | 74,005 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,786 CHF | 74,340 CHF | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 47,945 | 47,945 | 72,081 CHF | 72,573 CHF | 99.06% | 99.06% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)