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 | 8.46% | 0.14 CHF | 0.15 CHF | 360,000 | 75,000 | 343,551 | 75,000 | 50,881 CHF | 12,121 CHF | 100.00% | 100.00% |
| 19/11/2024 | 10.71% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 467,581 | 75,000 | 50,415 CHF | 9,017 CHF | 99.99% | 99.99% |
| 18/11/2024 | 11.92% | 0.13 CHF | 0.14 CHF | 390,000 | 75,000 | 358,149 | 69,486 | 50,726 CHF | 11,071 CHF | 100.00% | 100.00% |
| 15/11/2024 | 15.64% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 168,824 | 54,333 | 25,909 CHF | 9,348 CHF | 100.00% | 100.00% |
| 14/11/2024 | 8.13% | 0.15 CHF | 0.17 CHF | 340,000 | 75,000 | 337,549 | 75,000 | 51,002 CHF | 12,303 CHF | 98.90% | 98.90% |
| 13/11/2024 | 8.91% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 353,300 | 74,449 | 50,614 CHF | 11,669 CHF | 99.36% | 99.36% |
| 12/11/2024 | 8.59% | 0.15 CHF | 0.17 CHF | 340,000 | 75,000 | 308,264 | 75,000 | 51,047 CHF | 13,554 CHF | 98.84% | 98.84% |
| 11/11/2024 | 6.76% | 0.20 CHF | 0.22 CHF | 250,000 | 75,000 | 237,281 | 73,091 | 47,966 CHF | 15,791 CHF | 99.61% | 99.61% |
| 08/11/2024 | 6.62% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 257,964 | 75,000 | 50,516 CHF | 15,708 CHF | 100.00% | 100.00% |
| 07/11/2024 | 6.11% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 225,717 | 73,699 | 50,588 CHF | 17,568 CHF | 98.73% | 98.73% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)